CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 1.3387 1.3410 0.0023 0.2% 1.3504
High 1.3450 1.3416 -0.0034 -0.3% 1.3537
Low 1.3302 1.3409 0.0107 0.8% 1.3302
Close 1.3362 1.3410 0.0048 0.4% 1.3362
Range 0.0148 0.0007 -0.0141 -95.3% 0.0235
ATR 0.0071 0.0070 -0.0001 -1.7% 0.0000
Volume 58 26 -32 -55.2% 80
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3433 1.3428 1.3414
R3 1.3426 1.3421 1.3412
R2 1.3419 1.3419 1.3411
R1 1.3414 1.3414 1.3411 1.3414
PP 1.3412 1.3412 1.3412 1.3411
S1 1.3407 1.3407 1.3409 1.3407
S2 1.3405 1.3405 1.3409
S3 1.3398 1.3400 1.3408
S4 1.3391 1.3393 1.3406
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% 0.0079 0.6% 46% False False 19
10 1.3789 1.3302 0.0487 3.6% 0.0061 0.5% 22% False False 19
20 1.3820 1.3302 0.0518 3.9% 0.0053 0.4% 21% False False 14
40 1.3820 1.3302 0.0518 3.9% 0.0035 0.3% 21% False False 8
60 1.3820 1.3131 0.0689 5.1% 0.0028 0.2% 40% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3446
2.618 1.3434
1.618 1.3427
1.000 1.3423
0.618 1.3420
HIGH 1.3416
0.618 1.3413
0.500 1.3413
0.382 1.3412
LOW 1.3409
0.618 1.3405
1.000 1.3402
1.618 1.3398
2.618 1.3391
4.250 1.3379
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 1.3413 1.3417
PP 1.3412 1.3415
S1 1.3411 1.3412

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

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