CME Euro FX (E) Future June 2014


Trading Metrics calculated at close of trading on 13-Nov-2013
Day Change Summary
Previous Current
12-Nov-2013 13-Nov-2013 Change Change % Previous Week
Open 1.3396 1.3421 0.0025 0.2% 1.3504
High 1.3447 1.3469 0.0022 0.2% 1.3537
Low 1.3396 1.3397 0.0001 0.0% 1.3302
Close 1.3433 1.3469 0.0036 0.3% 1.3362
Range 0.0051 0.0072 0.0021 41.2% 0.0235
ATR 0.0069 0.0069 0.0000 0.3% 0.0000
Volume 4 6 2 50.0% 80
Daily Pivots for day following 13-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.3661 1.3637 1.3509
R3 1.3589 1.3565 1.3489
R2 1.3517 1.3517 1.3482
R1 1.3493 1.3493 1.3476 1.3505
PP 1.3445 1.3445 1.3445 1.3451
S1 1.3421 1.3421 1.3462 1.3433
S2 1.3373 1.3373 1.3456
S3 1.3301 1.3349 1.3449
S4 1.3229 1.3277 1.3429
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 1.3532 1.3302 0.0230 1.7% 0.0100 0.7% 73% False False 21
10 1.3676 1.3302 0.0374 2.8% 0.0064 0.5% 45% False False 16
20 1.3820 1.3302 0.0518 3.8% 0.0054 0.4% 32% False False 13
40 1.3820 1.3302 0.0518 3.8% 0.0035 0.3% 32% False False 8
60 1.3820 1.3131 0.0689 5.1% 0.0030 0.2% 49% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3775
2.618 1.3657
1.618 1.3585
1.000 1.3541
0.618 1.3513
HIGH 1.3469
0.618 1.3441
0.500 1.3433
0.382 1.3425
LOW 1.3397
0.618 1.3353
1.000 1.3325
1.618 1.3281
2.618 1.3209
4.250 1.3091
Fisher Pivots for day following 13-Nov-2013
Pivot 1 day 3 day
R1 1.3457 1.3457
PP 1.3445 1.3445
S1 1.3433 1.3433

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

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