CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 1.3587 1.3609 0.0022 0.2% 1.3535
High 1.3587 1.3609 0.0022 0.2% 1.3631
Low 1.3587 1.3578 -0.0009 -0.1% 1.3535
Close 1.3587 1.3578 -0.0009 -0.1% 1.3564
Range 0.0000 0.0031 0.0031 0.0096
ATR 0.0040 0.0039 -0.0001 -1.6% 0.0000
Volume 2 2 0 0.0% 9
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3681 1.3661 1.3595
R3 1.3650 1.3630 1.3587
R2 1.3619 1.3619 1.3584
R1 1.3599 1.3599 1.3581 1.3594
PP 1.3588 1.3588 1.3588 1.3586
S1 1.3568 1.3568 1.3575 1.3563
S2 1.3557 1.3557 1.3572
S3 1.3526 1.3537 1.3569
S4 1.3495 1.3506 1.3561
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3865 1.3810 1.3617
R3 1.3769 1.3714 1.3590
R2 1.3673 1.3673 1.3582
R1 1.3618 1.3618 1.3573 1.3646
PP 1.3577 1.3577 1.3577 1.3590
S1 1.3522 1.3522 1.3555 1.3550
S2 1.3481 1.3481 1.3546
S3 1.3385 1.3426 1.3538
S4 1.3289 1.3330 1.3511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3631 1.3564 0.0067 0.5% 0.0012 0.1% 21% False False 2
10 1.3631 1.3492 0.0139 1.0% 0.0010 0.1% 62% False False 1
20 1.3631 1.3270 0.0361 2.7% 0.0018 0.1% 85% False False 2
40 1.3631 1.3131 0.0500 3.7% 0.0015 0.1% 89% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3741
2.618 1.3690
1.618 1.3659
1.000 1.3640
0.618 1.3628
HIGH 1.3609
0.618 1.3597
0.500 1.3594
0.382 1.3590
LOW 1.3578
0.618 1.3559
1.000 1.3547
1.618 1.3528
2.618 1.3497
4.250 1.3446
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 1.3594 1.3587
PP 1.3588 1.3584
S1 1.3583 1.3581

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

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