CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 1.2710 1.2753 0.0043 0.3% 1.2785
High 1.2781 1.2778 -0.0003 0.0% 1.2831
Low 1.2710 1.2657 -0.0053 -0.4% 1.2644
Close 1.2755 1.2665 -0.0090 -0.7% 1.2685
Range 0.0071 0.0121 0.0050 70.4% 0.0187
ATR 0.0078 0.0081 0.0003 3.9% 0.0000
Volume 8 88 80 1,000.0% 67
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3063 1.2985 1.2732
R3 1.2942 1.2864 1.2698
R2 1.2821 1.2821 1.2687
R1 1.2743 1.2743 1.2676 1.2722
PP 1.2700 1.2700 1.2700 1.2689
S1 1.2622 1.2622 1.2654 1.2601
S2 1.2579 1.2579 1.2643
S3 1.2458 1.2501 1.2632
S4 1.2337 1.2380 1.2598
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 1.2781 1.2644 0.0137 1.1% 0.0056 0.4% 15% False False 24
10 1.2850 1.2644 0.0206 1.6% 0.0058 0.5% 10% False False 27
20 1.2865 1.2528 0.0337 2.7% 0.0089 0.7% 41% False False 40
40 1.3155 1.2528 0.0627 5.0% 0.0077 0.6% 22% False False 36
60 1.3434 1.2528 0.0906 7.2% 0.0057 0.5% 15% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3292
2.618 1.3095
1.618 1.2974
1.000 1.2899
0.618 1.2853
HIGH 1.2778
0.618 1.2732
0.500 1.2718
0.382 1.2703
LOW 1.2657
0.618 1.2582
1.000 1.2536
1.618 1.2461
2.618 1.2340
4.250 1.2143
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 1.2718 1.2719
PP 1.2700 1.2701
S1 1.2683 1.2683

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

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