CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 1.3595 1.3618 0.0023 0.2% 1.3530
High 1.3610 1.3631 0.0021 0.2% 1.3530
Low 1.3592 1.3618 0.0026 0.2% 1.3485
Close 1.3592 1.3631 0.0039 0.3% 1.3529
Range 0.0018 0.0013 -0.0005 -27.8% 0.0045
ATR 0.0039 0.0039 0.0000 0.0% 0.0000
Volume 1 4 3 300.0% 15
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3666 1.3661 1.3638
R3 1.3653 1.3648 1.3635
R2 1.3640 1.3640 1.3633
R1 1.3635 1.3635 1.3632 1.3638
PP 1.3627 1.3627 1.3627 1.3628
S1 1.3622 1.3622 1.3630 1.3625
S2 1.3614 1.3614 1.3629
S3 1.3601 1.3609 1.3627
S4 1.3588 1.3596 1.3624
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.3650 1.3634 1.3554
R3 1.3605 1.3589 1.3541
R2 1.3560 1.3560 1.3537
R1 1.3544 1.3544 1.3533 1.3530
PP 1.3515 1.3515 1.3515 1.3507
S1 1.3499 1.3499 1.3525 1.3485
S2 1.3470 1.3470 1.3521
S3 1.3425 1.3454 1.3517
S4 1.3380 1.3409 1.3504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3631 1.3529 0.0102 0.7% 0.0006 0.0% 100% True False 1
10 1.3631 1.3485 0.0146 1.1% 0.0010 0.1% 100% True False 3
20 1.3631 1.3131 0.0500 3.7% 0.0024 0.2% 100% True False 3
40 1.3631 1.3131 0.0500 3.7% 0.0014 0.1% 100% True False 2
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3686
2.618 1.3665
1.618 1.3652
1.000 1.3644
0.618 1.3639
HIGH 1.3631
0.618 1.3626
0.500 1.3625
0.382 1.3623
LOW 1.3618
0.618 1.3610
1.000 1.3605
1.618 1.3597
2.618 1.3584
4.250 1.3563
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 1.3629 1.3616
PP 1.3627 1.3601
S1 1.3625 1.3586

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

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