CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 1.2735 1.2644 -0.0091 -0.7% 1.2670
High 1.2735 1.2678 -0.0057 -0.4% 1.2865
Low 1.2665 1.2644 -0.0021 -0.2% 1.2655
Close 1.2665 1.2670 0.0005 0.0% 1.2797
Range 0.0070 0.0034 -0.0036 -51.4% 0.0210
ATR 0.0090 0.0086 -0.0004 -4.5% 0.0000
Volume 21 12 -9 -42.9% 225
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2766 1.2752 1.2689
R3 1.2732 1.2718 1.2679
R2 1.2698 1.2698 1.2676
R1 1.2684 1.2684 1.2673 1.2691
PP 1.2664 1.2664 1.2664 1.2668
S1 1.2650 1.2650 1.2667 1.2657
S2 1.2630 1.2630 1.2664
S3 1.2596 1.2616 1.2661
S4 1.2562 1.2582 1.2651
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3402 1.3310 1.2913
R3 1.3192 1.3100 1.2855
R2 1.2982 1.2982 1.2836
R1 1.2890 1.2890 1.2816 1.2936
PP 1.2772 1.2772 1.2772 1.2796
S1 1.2680 1.2680 1.2778 1.2726
S2 1.2562 1.2562 1.2759
S3 1.2352 1.2470 1.2739
S4 1.2142 1.2260 1.2682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2831 1.2644 0.0187 1.5% 0.0049 0.4% 14% False True 17
10 1.2865 1.2632 0.0233 1.8% 0.0083 0.7% 16% False False 31
20 1.2865 1.2528 0.0337 2.7% 0.0090 0.7% 42% False False 51
40 1.3240 1.2528 0.0712 5.6% 0.0074 0.6% 20% False False 34
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2823
2.618 1.2767
1.618 1.2733
1.000 1.2712
0.618 1.2699
HIGH 1.2678
0.618 1.2665
0.500 1.2661
0.382 1.2657
LOW 1.2644
0.618 1.2623
1.000 1.2610
1.618 1.2589
2.618 1.2555
4.250 1.2500
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 1.2667 1.2713
PP 1.2664 1.2699
S1 1.2661 1.2684

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

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