CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 1.3551 1.3563 0.0012 0.1% 1.3587
High 1.3566 1.3563 -0.0003 0.0% 1.3609
Low 1.3544 1.3563 0.0019 0.1% 1.3520
Close 1.3544 1.3563 0.0019 0.1% 1.3563
Range 0.0022 0.0000 -0.0022 -100.0% 0.0089
ATR 0.0040 0.0038 -0.0001 -3.7% 0.0000
Volume 2 4 2 100.0% 13
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3563 1.3563 1.3563
R3 1.3563 1.3563 1.3563
R2 1.3563 1.3563 1.3563
R1 1.3563 1.3563 1.3563 1.3563
PP 1.3563 1.3563 1.3563 1.3563
S1 1.3563 1.3563 1.3563 1.3563
S2 1.3563 1.3563 1.3563
S3 1.3563 1.3563 1.3563
S4 1.3563 1.3563 1.3563
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3831 1.3786 1.3612
R3 1.3742 1.3697 1.3587
R2 1.3653 1.3653 1.3579
R1 1.3608 1.3608 1.3571 1.3586
PP 1.3564 1.3564 1.3564 1.3553
S1 1.3519 1.3519 1.3555 1.3497
S2 1.3475 1.3475 1.3547
S3 1.3386 1.3430 1.3539
S4 1.3297 1.3341 1.3514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3609 1.3520 0.0089 0.7% 0.0013 0.1% 48% False False 2
10 1.3631 1.3520 0.0111 0.8% 0.0010 0.1% 39% False False 2
20 1.3631 1.3347 0.0284 2.1% 0.0017 0.1% 76% False False 2
40 1.3631 1.3131 0.0500 3.7% 0.0016 0.1% 86% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3563
2.618 1.3563
1.618 1.3563
1.000 1.3563
0.618 1.3563
HIGH 1.3563
0.618 1.3563
0.500 1.3563
0.382 1.3563
LOW 1.3563
0.618 1.3563
1.000 1.3563
1.618 1.3563
2.618 1.3563
4.250 1.3563
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 1.3563 1.3556
PP 1.3563 1.3550
S1 1.3563 1.3543

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

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