CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 1.3410 1.3396 -0.0014 -0.1% 1.3504
High 1.3416 1.3447 0.0031 0.2% 1.3537
Low 1.3409 1.3396 -0.0013 -0.1% 1.3302
Close 1.3410 1.3433 0.0023 0.2% 1.3362
Range 0.0007 0.0051 0.0044 628.6% 0.0235
ATR 0.0070 0.0069 -0.0001 -1.9% 0.0000
Volume 26 4 -22 -84.6% 80
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3578 1.3557 1.3461
R3 1.3527 1.3506 1.3447
R2 1.3476 1.3476 1.3442
R1 1.3455 1.3455 1.3438 1.3466
PP 1.3425 1.3425 1.3425 1.3431
S1 1.3404 1.3404 1.3428 1.3415
S2 1.3374 1.3374 1.3424
S3 1.3323 1.3353 1.3419
S4 1.3272 1.3302 1.3405
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 1.7% 0.0089 0.7% 56% False False 20
10 1.3777 1.3302 0.0475 3.5% 0.0061 0.5% 28% False False 18
20 1.3820 1.3302 0.0518 3.9% 0.0053 0.4% 25% False False 14
40 1.3820 1.3302 0.0518 3.9% 0.0037 0.3% 25% False False 8
60 1.3820 1.3131 0.0689 5.1% 0.0029 0.2% 44% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3664
2.618 1.3581
1.618 1.3530
1.000 1.3498
0.618 1.3479
HIGH 1.3447
0.618 1.3428
0.500 1.3422
0.382 1.3415
LOW 1.3396
0.618 1.3364
1.000 1.3345
1.618 1.3313
2.618 1.3262
4.250 1.3179
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 1.3429 1.3414
PP 1.3425 1.3395
S1 1.3422 1.3376

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

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