CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 06-Nov-2013
Day Change Summary
Previous Current
05-Nov-2013 06-Nov-2013 Change Change % Previous Week
Open 1.3480 1.3522 0.0042 0.3% 1.3794
High 1.3480 1.3537 0.0057 0.4% 1.3809
Low 1.3480 1.3520 0.0040 0.3% 1.3498
Close 1.3480 1.3526 0.0046 0.3% 1.3498
Range 0.0000 0.0017 0.0017 0.0311
ATR 0.0053 0.0053 0.0000 0.5% 0.0000
Volume 1 1 0 0.0% 97
Daily Pivots for day following 06-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3579 1.3569 1.3535
R3 1.3562 1.3552 1.3531
R2 1.3545 1.3545 1.3529
R1 1.3535 1.3535 1.3528 1.3540
PP 1.3528 1.3528 1.3528 1.3530
S1 1.3518 1.3518 1.3524 1.3523
S2 1.3511 1.3511 1.3523
S3 1.3494 1.3501 1.3521
S4 1.3477 1.3484 1.3517
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4535 1.4327 1.3669
R3 1.4224 1.4016 1.3584
R2 1.3913 1.3913 1.3555
R1 1.3705 1.3705 1.3527 1.3654
PP 1.3602 1.3602 1.3602 1.3576
S1 1.3394 1.3394 1.3469 1.3343
S2 1.3291 1.3291 1.3441
S3 1.2980 1.3083 1.3412
S4 1.2669 1.2772 1.3327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3676 1.3480 0.0196 1.4% 0.0028 0.2% 23% False False 11
10 1.3820 1.3480 0.0340 2.5% 0.0032 0.2% 14% False False 13
20 1.3820 1.3480 0.0340 2.5% 0.0036 0.3% 14% False False 10
40 1.3820 1.3270 0.0550 4.1% 0.0027 0.2% 47% False False 6
60 1.3820 1.3131 0.0689 5.1% 0.0022 0.2% 57% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3609
2.618 1.3582
1.618 1.3565
1.000 1.3554
0.618 1.3548
HIGH 1.3537
0.618 1.3531
0.500 1.3529
0.382 1.3526
LOW 1.3520
0.618 1.3509
1.000 1.3503
1.618 1.3492
2.618 1.3475
4.250 1.3448
Fisher Pivots for day following 06-Nov-2013
Pivot 1 day 3 day
R1 1.3529 1.3520
PP 1.3528 1.3514
S1 1.3527 1.3509

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

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