CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 08-Nov-2013
Day Change Summary
Previous Current
07-Nov-2013 08-Nov-2013 Change Change % Previous Week
Open 1.3514 1.3387 -0.0127 -0.9% 1.3504
High 1.3532 1.3450 -0.0082 -0.6% 1.3537
Low 1.3311 1.3302 -0.0009 -0.1% 1.3302
Close 1.3434 1.3362 -0.0072 -0.5% 1.3362
Range 0.0221 0.0148 -0.0073 -33.0% 0.0235
ATR 0.0065 0.0071 0.0006 9.0% 0.0000
Volume 12 58 46 383.3% 80
Daily Pivots for day following 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3815 1.3737 1.3443
R3 1.3667 1.3589 1.3403
R2 1.3519 1.3519 1.3389
R1 1.3441 1.3441 1.3376 1.3406
PP 1.3371 1.3371 1.3371 1.3354
S1 1.3293 1.3293 1.3348 1.3258
S2 1.3223 1.3223 1.3335
S3 1.3075 1.3145 1.3321
S4 1.2927 1.2997 1.3281
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.4105 1.3969 1.3491
R3 1.3870 1.3734 1.3427
R2 1.3635 1.3635 1.3405
R1 1.3499 1.3499 1.3384 1.3450
PP 1.3400 1.3400 1.3400 1.3376
S1 1.3264 1.3264 1.3340 1.3215
S2 1.3165 1.3165 1.3319
S3 1.2930 1.3029 1.3297
S4 1.2695 1.2794 1.3233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3537 1.3302 0.0235 1.8% 0.0081 0.6% 26% False True 16
10 1.3809 1.3302 0.0507 3.8% 0.0063 0.5% 12% False True 17
20 1.3820 1.3302 0.0518 3.9% 0.0053 0.4% 12% False True 13
40 1.3820 1.3302 0.0518 3.9% 0.0035 0.3% 12% False True 8
60 1.3820 1.3131 0.0689 5.2% 0.0028 0.2% 34% False False 6
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4079
2.618 1.3837
1.618 1.3689
1.000 1.3598
0.618 1.3541
HIGH 1.3450
0.618 1.3393
0.500 1.3376
0.382 1.3359
LOW 1.3302
0.618 1.3211
1.000 1.3154
1.618 1.3063
2.618 1.2915
4.250 1.2673
Fisher Pivots for day following 08-Nov-2013
Pivot 1 day 3 day
R1 1.3376 1.3420
PP 1.3371 1.3400
S1 1.3367 1.3381

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

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