CME Euro FX (E) Future June 2015

Trading Metrics calculated at close of trading on 21-Oct-2014

Day Change Summary
	Previous	Current
	20-Oct-2014	21-Oct-2014	Change	Change %	Previous Week
Open	1.2785	1.2782	-0.0003	0.0%	1.2670
High	1.2831	1.2782	-0.0049	-0.4%	1.2865
Low	1.2765	1.2737	-0.0028	-0.2%	1.2655
Close	1.2831	1.2747	-0.0084	-0.7%	1.2797
Range	0.0066	0.0045	-0.0021	-31.8%	0.0210
ATR	0.0091	0.0091	0.0000	0.3%	0.0000
Volume	13	8	-5	-38.5%	225

Daily Pivots for day following 21-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2890	1.2864	1.2772
R3	1.2845	1.2819	1.2759
R2	1.2800	1.2800	1.2755
R1	1.2774	1.2774	1.2751	1.2765
PP	1.2755	1.2755	1.2755	1.2751
S1	1.2729	1.2729	1.2743	1.2720
S2	1.2710	1.2710	1.2739
S3	1.2665	1.2684	1.2735
S4	1.2620	1.2639	1.2722

Weekly Pivots for week ending 17-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3402	1.3310	1.2913
R3	1.3192	1.3100	1.2855
R2	1.2982	1.2982	1.2836
R1	1.2890	1.2890	1.2816	1.2936
PP	1.2772	1.2772	1.2772	1.2796
S1	1.2680	1.2680	1.2778	1.2726
S2	1.2562	1.2562	1.2759
S3	1.2352	1.2470	1.2739
S4	1.2142	1.2260	1.2682

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2865	1.2655	0.0210	1.6%	0.0089	0.7%	44%	False	False	37
10	1.2865	1.2632	0.0233	1.8%	0.0096	0.7%	49%	False	False	40
20	1.2871	1.2528	0.0343	2.7%	0.0092	0.7%	64%	False	False	54
40	1.3240	1.2528	0.0712	5.6%	0.0073	0.6%	31%	False	False	34

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2973
2.618	1.2900
1.618	1.2855
1.000	1.2827
0.618	1.2810
HIGH	1.2782
0.618	1.2765
0.500	1.2760
0.382	1.2754
LOW	1.2737
0.618	1.2709
1.000	1.2692
1.618	1.2664
2.618	1.2619
4.250	1.2546

Fisher Pivots for day following 21-Oct-2014
Pivot	1 day	3 day
R1	1.2760	1.2784
PP	1.2755	1.2772
S1	1.2751	1.2759

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols