CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 1.3609 1.3520 -0.0089 -0.7% 1.3535
High 1.3609 1.3533 -0.0076 -0.6% 1.3631
Low 1.3578 1.3520 -0.0058 -0.4% 1.3535
Close 1.3578 1.3533 -0.0045 -0.3% 1.3564
Range 0.0031 0.0013 -0.0018 -58.1% 0.0096
ATR 0.0039 0.0041 0.0001 3.4% 0.0000
Volume 2 3 1 50.0% 9
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3568 1.3563 1.3540
R3 1.3555 1.3550 1.3537
R2 1.3542 1.3542 1.3535
R1 1.3537 1.3537 1.3534 1.3540
PP 1.3529 1.3529 1.3529 1.3530
S1 1.3524 1.3524 1.3532 1.3527
S2 1.3516 1.3516 1.3531
S3 1.3503 1.3511 1.3529
S4 1.3490 1.3498 1.3526
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 1.3520 0.0111 0.8% 0.0011 0.1% 12% False True 2
10 1.3631 1.3496 0.0135 1.0% 0.0008 0.1% 27% False False 1
20 1.3631 1.3270 0.0361 2.7% 0.0019 0.1% 73% False False 2
40 1.3631 1.3131 0.0500 3.7% 0.0015 0.1% 80% False 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 1.3588
2.618 1.3567
1.618 1.3554
1.000 1.3546
0.618 1.3541
HIGH 1.3533
0.618 1.3528
0.500 1.3527
0.382 1.3525
LOW 1.3520
0.618 1.3512
1.000 1.3507
1.618 1.3499
2.618 1.3486
4.250 1.3465
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 1.3531 1.3565
PP 1.3529 1.3554
S1 1.3527 1.3544

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

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