CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 1.2765 1.2697 -0.0068 -0.5% 1.2886
High 1.2778 1.2735 -0.0043 -0.3% 1.2903
Low 1.2711 1.2697 -0.0014 -0.1% 1.2711
Close 1.2711 1.2723 0.0012 0.1% 1.2711
Range 0.0067 0.0038 -0.0029 -43.3% 0.0192
ATR 0.0057 0.0055 -0.0001 -2.4% 0.0000
Volume 71 62 -9 -12.7% 192
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.2832 1.2816 1.2744
R3 1.2794 1.2778 1.2733
R2 1.2756 1.2756 1.2730
R1 1.2740 1.2740 1.2726 1.2748
PP 1.2718 1.2718 1.2718 1.2723
S1 1.2702 1.2702 1.2720 1.2710
S2 1.2680 1.2680 1.2716
S3 1.2642 1.2664 1.2713
S4 1.2604 1.2626 1.2702
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3351 1.3223 1.2817
R3 1.3159 1.3031 1.2764
R2 1.2967 1.2967 1.2746
R1 1.2839 1.2839 1.2729 1.2807
PP 1.2775 1.2775 1.2775 1.2759
S1 1.2647 1.2647 1.2693 1.2615
S2 1.2583 1.2583 1.2676
S3 1.2391 1.2455 1.2658
S4 1.2199 1.2263 1.2605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2903 1.2697 0.0206 1.6% 0.0052 0.4% 13% False True 48
10 1.3029 1.2697 0.0332 2.6% 0.0059 0.5% 8% False True 32
20 1.3189 1.2697 0.0492 3.9% 0.0058 0.5% 5% False True 22
40 1.3440 1.2697 0.0743 5.8% 0.0037 0.3% 3% False True 16
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2897
2.618 1.2834
1.618 1.2796
1.000 1.2773
0.618 1.2758
HIGH 1.2735
0.618 1.2720
0.500 1.2716
0.382 1.2712
LOW 1.2697
0.618 1.2674
1.000 1.2659
1.618 1.2636
2.618 1.2598
4.250 1.2536
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 1.2721 1.2749
PP 1.2718 1.2740
S1 1.2716 1.2732

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

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