CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 1.2678 1.2690 0.0012 0.1% 1.2785
High 1.2685 1.2728 0.0043 0.3% 1.2831
Low 1.2671 1.2690 0.0019 0.1% 1.2644
Close 1.2685 1.2728 0.0043 0.3% 1.2685
Range 0.0014 0.0038 0.0024 171.4% 0.0187
ATR 0.0081 0.0078 -0.0003 -3.4% 0.0000
Volume 13 3 -10 -76.9% 67
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2829 1.2817 1.2749
R3 1.2791 1.2779 1.2738
R2 1.2753 1.2753 1.2735
R1 1.2741 1.2741 1.2731 1.2747
PP 1.2715 1.2715 1.2715 1.2719
S1 1.2703 1.2703 1.2725 1.2709
S2 1.2677 1.2677 1.2721
S3 1.2639 1.2665 1.2718
S4 1.2601 1.2627 1.2707
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3281 1.3170 1.2788
R3 1.3094 1.2983 1.2736
R2 1.2907 1.2907 1.2719
R1 1.2796 1.2796 1.2702 1.2758
PP 1.2720 1.2720 1.2720 1.2701
S1 1.2609 1.2609 1.2668 1.2571
S2 1.2533 1.2533 1.2651
S3 1.2346 1.2422 1.2634
S4 1.2159 1.2235 1.2582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2782 1.2644 0.0138 1.1% 0.0040 0.3% 61% False False 11
10 1.2865 1.2644 0.0221 1.7% 0.0068 0.5% 38% False False 27
20 1.2865 1.2528 0.0337 2.6% 0.0088 0.7% 59% False False 45
40 1.3189 1.2528 0.0661 5.2% 0.0073 0.6% 30% False False 34
60 1.3440 1.2528 0.0912 7.2% 0.0054 0.4% 22% False False 25
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2890
2.618 1.2827
1.618 1.2789
1.000 1.2766
0.618 1.2751
HIGH 1.2728
0.618 1.2713
0.500 1.2709
0.382 1.2705
LOW 1.2690
0.618 1.2667
1.000 1.2652
1.618 1.2629
2.618 1.2591
4.250 1.2529
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 1.2722 1.2714
PP 1.2715 1.2700
S1 1.2709 1.2686

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

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