CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 1.3764 1.3674 -0.0090 -0.7% 1.3649
High 1.3777 1.3676 -0.0101 -0.7% 1.3820
Low 1.3730 1.3594 -0.0136 -1.0% 1.3649
Close 1.3730 1.3597 -0.0133 -1.0% 1.3808
Range 0.0047 0.0082 0.0035 74.5% 0.0171
ATR 0.0046 0.0053 0.0006 13.8% 0.0000
Volume 25 22 -3 -12.0% 57
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.3868 1.3815 1.3642
R3 1.3786 1.3733 1.3620
R2 1.3704 1.3704 1.3612
R1 1.3651 1.3651 1.3605 1.3637
PP 1.3622 1.3622 1.3622 1.3615
S1 1.3569 1.3569 1.3589 1.3555
S2 1.3540 1.3540 1.3582
S3 1.3458 1.3487 1.3574
S4 1.3376 1.3405 1.3552
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 1.3817 1.3594 0.0223 1.6% 0.0045 0.3% 1% False True 19
10 1.3820 1.3594 0.0226 1.7% 0.0044 0.3% 1% False True 13
20 1.3820 1.3491 0.0329 2.4% 0.0035 0.3% 32% False False 8
40 1.3820 1.3131 0.0689 5.1% 0.0029 0.2% 68% False False 5
60 1.3820 1.3131 0.0689 5.1% 0.0021 0.2% 68% False False 4
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 0.0004
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.4025
2.618 1.3891
1.618 1.3809
1.000 1.3758
0.618 1.3727
HIGH 1.3676
0.618 1.3645
0.500 1.3635
0.382 1.3625
LOW 1.3594
0.618 1.3543
1.000 1.3512
1.618 1.3461
2.618 1.3379
4.250 1.3246
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 1.3635 1.3692
PP 1.3622 1.3660
S1 1.3610 1.3629

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

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