CME Euro FX (E) Future December 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 1.3596 1.3548 -0.0048 -0.4% 1.3609
High 1.3602 1.3561 -0.0041 -0.3% 1.3680
Low 1.3545 1.3526 -0.0019 -0.1% 1.3510
Close 1.3549 1.3534 -0.0015 -0.1% 1.3653
Range 0.0057 0.0035 -0.0022 -38.6% 0.0170
ATR 0.0055 0.0053 -0.0001 -2.6% 0.0000
Volume 298 142 -156 -52.3% 1,127
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.3645 1.3625 1.3553
R3 1.3610 1.3590 1.3544
R2 1.3575 1.3575 1.3540
R1 1.3555 1.3555 1.3537 1.3548
PP 1.3540 1.3540 1.3540 1.3537
S1 1.3520 1.3520 1.3531 1.3513
S2 1.3505 1.3505 1.3528
S3 1.3470 1.3485 1.3524
S4 1.3435 1.3450 1.3515
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.4124 1.4059 1.3747
R3 1.3954 1.3889 1.3700
R2 1.3784 1.3784 1.3684
R1 1.3719 1.3719 1.3669 1.3752
PP 1.3614 1.3614 1.3614 1.3631
S1 1.3549 1.3549 1.3637 1.3582
S2 1.3444 1.3444 1.3622
S3 1.3274 1.3379 1.3606
S4 1.3104 1.3209 1.3560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3680 1.3510 0.0170 1.3% 0.0076 0.6% 14% False False 318
10 1.3680 1.3510 0.0170 1.3% 0.0056 0.4% 14% False False 217
20 1.3735 1.3510 0.0225 1.7% 0.0048 0.4% 11% False False 396
40 1.3980 1.3510 0.0470 3.5% 0.0043 0.3% 5% False False 213
60 1.3980 1.3510 0.0470 3.5% 0.0039 0.3% 5% False False 151
80 1.3980 1.3510 0.0470 3.5% 0.0036 0.3% 5% False False 117
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3710
2.618 1.3653
1.618 1.3618
1.000 1.3596
0.618 1.3583
HIGH 1.3561
0.618 1.3548
0.500 1.3544
0.382 1.3539
LOW 1.3526
0.618 1.3504
1.000 1.3491
1.618 1.3469
2.618 1.3434
4.250 1.3377
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 1.3544 1.3597
PP 1.3540 1.3576
S1 1.3537 1.3555

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

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