CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 1.2644 1.2678 0.0034 0.3% 1.2785
High 1.2678 1.2685 0.0007 0.1% 1.2831
Low 1.2644 1.2671 0.0027 0.2% 1.2644
Close 1.2670 1.2685 0.0015 0.1% 1.2685
Range 0.0034 0.0014 -0.0020 -58.8% 0.0187
ATR 0.0086 0.0081 -0.0005 -5.9% 0.0000
Volume 12 13 1 8.3% 67
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2722 1.2718 1.2693
R3 1.2708 1.2704 1.2689
R2 1.2694 1.2694 1.2688
R1 1.2690 1.2690 1.2686 1.2692
PP 1.2680 1.2680 1.2680 1.2682
S1 1.2676 1.2676 1.2684 1.2678
S2 1.2666 1.2666 1.2682
S3 1.2652 1.2662 1.2681
S4 1.2638 1.2648 1.2677
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3281 1.3170 1.2788
R3 1.3094 1.2983 1.2736
R2 1.2907 1.2907 1.2719
R1 1.2796 1.2796 1.2702 1.2758
PP 1.2720 1.2720 1.2720 1.2701
S1 1.2609 1.2609 1.2668 1.2571
S2 1.2533 1.2533 1.2651
S3 1.2346 1.2422 1.2634
S4 1.2159 1.2235 1.2582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2831 1.2644 0.0187 1.5% 0.0046 0.4% 22% False False 13
10 1.2865 1.2644 0.0221 1.7% 0.0076 0.6% 19% False False 29
20 1.2865 1.2528 0.0337 2.7% 0.0088 0.7% 47% False False 48
40 1.3220 1.2528 0.0692 5.5% 0.0073 0.6% 23% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 1.2745
2.618 1.2722
1.618 1.2708
1.000 1.2699
0.618 1.2694
HIGH 1.2685
0.618 1.2680
0.500 1.2678
0.382 1.2676
LOW 1.2671
0.618 1.2662
1.000 1.2657
1.618 1.2648
2.618 1.2634
4.250 1.2612
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 1.2683 1.2690
PP 1.2680 1.2688
S1 1.2678 1.2687

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

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