CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 1.2753 1.2608 -0.0145 -1.1% 1.2785
High 1.2778 1.2642 -0.0136 -1.1% 1.2831
Low 1.2657 1.2585 -0.0072 -0.6% 1.2644
Close 1.2665 1.2632 -0.0033 -0.3% 1.2685
Range 0.0121 0.0057 -0.0064 -52.9% 0.0187
ATR 0.0081 0.0081 0.0000 -0.1% 0.0000
Volume 88 90 2 2.3% 67
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2791 1.2768 1.2663
R3 1.2734 1.2711 1.2648
R2 1.2677 1.2677 1.2642
R1 1.2654 1.2654 1.2637 1.2666
PP 1.2620 1.2620 1.2620 1.2625
S1 1.2597 1.2597 1.2627 1.2609
S2 1.2563 1.2563 1.2622
S3 1.2506 1.2540 1.2616
S4 1.2449 1.2483 1.2601
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 1.2781 1.2585 0.0196 1.6% 0.0060 0.5% 24% False True 40
10 1.2831 1.2585 0.0246 1.9% 0.0055 0.4% 19% False True 28
20 1.2865 1.2528 0.0337 2.7% 0.0088 0.7% 31% False False 42
40 1.3029 1.2528 0.0501 4.0% 0.0074 0.6% 21% False False 38
60 1.3434 1.2528 0.0906 7.2% 0.0058 0.5% 11% False False 27
Crabel Price Patterns
NR True
NR4 False
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 False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2884
2.618 1.2791
1.618 1.2734
1.000 1.2699
0.618 1.2677
HIGH 1.2642
0.618 1.2620
0.500 1.2614
0.382 1.2607
LOW 1.2585
0.618 1.2550
1.000 1.2528
1.618 1.2493
2.618 1.2436
4.250 1.2343
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 1.2626 1.2683
PP 1.2620 1.2666
S1 1.2614 1.2649

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

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