CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 1.2782 1.2735 -0.0047 -0.4% 1.2670
High 1.2782 1.2735 -0.0047 -0.4% 1.2865
Low 1.2737 1.2665 -0.0072 -0.6% 1.2655
Close 1.2747 1.2665 -0.0082 -0.6% 1.2797
Range 0.0045 0.0070 0.0025 55.6% 0.0210
ATR 0.0091 0.0090 -0.0001 -0.7% 0.0000
Volume 8 21 13 162.5% 225
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2898 1.2852 1.2704
R3 1.2828 1.2782 1.2684
R2 1.2758 1.2758 1.2678
R1 1.2712 1.2712 1.2671 1.2700
PP 1.2688 1.2688 1.2688 1.2683
S1 1.2642 1.2642 1.2659 1.2630
S2 1.2618 1.2618 1.2652
S3 1.2548 1.2572 1.2646
S4 1.2478 1.2502 1.2627
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 1.2850 1.2665 0.0185 1.5% 0.0061 0.5% 0% False True 30
10 1.2865 1.2632 0.0233 1.8% 0.0091 0.7% 14% False False 37
20 1.2865 1.2528 0.0337 2.7% 0.0092 0.7% 41% False False 54
40 1.3240 1.2528 0.0712 5.6% 0.0074 0.6% 19% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3033
2.618 1.2918
1.618 1.2848
1.000 1.2805
0.618 1.2778
HIGH 1.2735
0.618 1.2708
0.500 1.2700
0.382 1.2692
LOW 1.2665
0.618 1.2622
1.000 1.2595
1.618 1.2552
2.618 1.2482
4.250 1.2368
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 1.2700 1.2748
PP 1.2688 1.2720
S1 1.2677 1.2693

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

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