CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 1.2494 1.2448 -0.0046 -0.4% 1.2516
High 1.2515 1.2515 0.0000 0.0% 1.2590
Low 1.2443 1.2415 -0.0028 -0.2% 1.2392
Close 1.2443 1.2485 0.0042 0.3% 1.2462
Range 0.0072 0.0100 0.0028 38.9% 0.0198
ATR 0.0086 0.0087 0.0001 1.2% 0.0000
Volume 85 47 -38 -44.7% 436
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2772 1.2728 1.2540
R3 1.2672 1.2628 1.2513
R2 1.2572 1.2572 1.2503
R1 1.2528 1.2528 1.2494 1.2550
PP 1.2472 1.2472 1.2472 1.2483
S1 1.2428 1.2428 1.2476 1.2450
S2 1.2372 1.2372 1.2467
S3 1.2272 1.2328 1.2458
S4 1.2172 1.2228 1.2430
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.3075 1.2967 1.2571
R3 1.2877 1.2769 1.2516
R2 1.2679 1.2679 1.2498
R1 1.2571 1.2571 1.2480 1.2526
PP 1.2481 1.2481 1.2481 1.2459
S1 1.2373 1.2373 1.2444 1.2328
S2 1.2283 1.2283 1.2426
S3 1.2085 1.2175 1.2408
S4 1.1887 1.1977 1.2353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2580 1.2392 0.0188 1.5% 0.0099 0.8% 49% False False 62
10 1.2778 1.2392 0.0386 3.1% 0.0086 0.7% 24% False False 94
20 1.2865 1.2392 0.0473 3.8% 0.0077 0.6% 20% False False 59
40 1.3010 1.2392 0.0618 4.9% 0.0081 0.6% 15% False False 54
60 1.3350 1.2392 0.0958 7.7% 0.0068 0.5% 10% False False 39
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2940
2.618 1.2777
1.618 1.2677
1.000 1.2615
0.618 1.2577
HIGH 1.2515
0.618 1.2477
0.500 1.2465
0.382 1.2453
LOW 1.2415
0.618 1.2353
1.000 1.2315
1.618 1.2253
2.618 1.2153
4.250 1.1990
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 1.2478 1.2475
PP 1.2472 1.2464
S1 1.2465 1.2454

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

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