CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 1.3817 1.3794 -0.0023 -0.2% 1.3649
High 1.3817 1.3809 -0.0008 -0.1% 1.3820
Low 1.3791 1.3784 -0.0007 -0.1% 1.3649
Close 1.3808 1.3809 0.0001 0.0% 1.3808
Range 0.0026 0.0025 -0.0001 -3.8% 0.0171
ATR 0.0046 0.0045 -0.0002 -3.3% 0.0000
Volume 24 9 -15 -62.5% 57
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3876 1.3867 1.3823
R3 1.3851 1.3842 1.3816
R2 1.3826 1.3826 1.3814
R1 1.3817 1.3817 1.3811 1.3822
PP 1.3801 1.3801 1.3801 1.3803
S1 1.3792 1.3792 1.3807 1.3797
S2 1.3776 1.3776 1.3804
S3 1.3751 1.3767 1.3802
S4 1.3726 1.3742 1.3795
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.4272 1.4211 1.3902
R3 1.4101 1.4040 1.3855
R2 1.3930 1.3930 1.3839
R1 1.3869 1.3869 1.3824 1.3900
PP 1.3759 1.3759 1.3759 1.3774
S1 1.3698 1.3698 1.3792 1.3729
S2 1.3588 1.3588 1.3777
S3 1.3417 1.3527 1.3761
S4 1.3246 1.3356 1.3714
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3820 1.3694 0.0126 0.9% 0.0039 0.3% 91% False False 11
10 1.3820 1.3491 0.0329 2.4% 0.0045 0.3% 97% False False 9
20 1.3820 1.3491 0.0329 2.4% 0.0028 0.2% 97% False False 6
40 1.3820 1.3131 0.0689 5.0% 0.0025 0.2% 98% False False 4
60 1.3820 1.3131 0.0689 5.0% 0.0018 0.1% 98% False False 3
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3915
2.618 1.3874
1.618 1.3849
1.000 1.3834
0.618 1.3824
HIGH 1.3809
0.618 1.3799
0.500 1.3797
0.382 1.3794
LOW 1.3784
0.618 1.3769
1.000 1.3759
1.618 1.3744
2.618 1.3719
4.250 1.3678
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 1.3805 1.3807
PP 1.3801 1.3804
S1 1.3797 1.3802

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

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