CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 1.3649 1.3694 0.0045 0.3% 1.3600
High 1.3684 1.3789 0.0105 0.8% 1.3706
Low 1.3649 1.3694 0.0045 0.3% 1.3491
Close 1.3684 1.3789 0.0105 0.8% 1.3685
Range 0.0035 0.0095 0.0060 171.4% 0.0215
ATR 0.0047 0.0051 0.0004 8.8% 0.0000
Volume 10 3 -7 -70.0% 33
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4042 1.4011 1.3841
R3 1.3947 1.3916 1.3815
R2 1.3852 1.3852 1.3806
R1 1.3821 1.3821 1.3798 1.3837
PP 1.3757 1.3757 1.3757 1.3765
S1 1.3726 1.3726 1.3780 1.3742
S2 1.3662 1.3662 1.3772
S3 1.3567 1.3631 1.3763
S4 1.3472 1.3536 1.3737
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4272 1.4194 1.3803
R3 1.4057 1.3979 1.3744
R2 1.3842 1.3842 1.3724
R1 1.3764 1.3764 1.3705 1.3803
PP 1.3627 1.3627 1.3627 1.3647
S1 1.3549 1.3549 1.3665 1.3588
S2 1.3412 1.3412 1.3646
S3 1.3197 1.3334 1.3626
S4 1.2982 1.3119 1.3567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3789 1.3491 0.0298 2.2% 0.0060 0.4% 100% True False 8
10 1.3789 1.3491 0.0298 2.2% 0.0039 0.3% 100% True False 5
20 1.3789 1.3491 0.0298 2.2% 0.0025 0.2% 100% True False 3
40 1.3789 1.3131 0.0658 4.8% 0.0024 0.2% 100% True False 3
60 1.3789 1.3131 0.0658 4.8% 0.0019 0.1% 100% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.4193
2.618 1.4038
1.618 1.3943
1.000 1.3884
0.618 1.3848
HIGH 1.3789
0.618 1.3753
0.500 1.3742
0.382 1.3730
LOW 1.3694
0.618 1.3635
1.000 1.3599
1.618 1.3540
2.618 1.3445
4.250 1.3290
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 1.3773 1.3766
PP 1.3757 1.3742
S1 1.3742 1.3719

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

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