CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 1.2608 1.2626 0.0018 0.1% 1.2690
High 1.2642 1.2626 -0.0016 -0.1% 1.2781
Low 1.2585 1.2526 -0.0059 -0.5% 1.2526
Close 1.2632 1.2546 -0.0086 -0.7% 1.2546
Range 0.0057 0.0100 0.0043 75.4% 0.0255
ATR 0.0081 0.0083 0.0002 2.2% 0.0000
Volume 90 196 106 117.8% 385
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2866 1.2806 1.2601
R3 1.2766 1.2706 1.2574
R2 1.2666 1.2666 1.2564
R1 1.2606 1.2606 1.2555 1.2586
PP 1.2566 1.2566 1.2566 1.2556
S1 1.2506 1.2506 1.2537 1.2486
S2 1.2466 1.2466 1.2528
S3 1.2366 1.2406 1.2519
S4 1.2266 1.2306 1.2491
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3383 1.3219 1.2686
R3 1.3128 1.2964 1.2616
R2 1.2873 1.2873 1.2593
R1 1.2709 1.2709 1.2569 1.2664
PP 1.2618 1.2618 1.2618 1.2595
S1 1.2454 1.2454 1.2523 1.2409
S2 1.2363 1.2363 1.2499
S3 1.2108 1.2199 1.2476
S4 1.1853 1.1944 1.2406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2781 1.2526 0.0255 2.0% 0.0077 0.6% 8% False True 77
10 1.2831 1.2526 0.0305 2.4% 0.0062 0.5% 7% False True 45
20 1.2865 1.2526 0.0339 2.7% 0.0085 0.7% 6% False True 49
40 1.3029 1.2526 0.0503 4.0% 0.0075 0.6% 4% False True 43
60 1.3434 1.2526 0.0908 7.2% 0.0060 0.5% 2% False True 31
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3051
2.618 1.2888
1.618 1.2788
1.000 1.2726
0.618 1.2688
HIGH 1.2626
0.618 1.2588
0.500 1.2576
0.382 1.2564
LOW 1.2526
0.618 1.2464
1.000 1.2426
1.618 1.2364
2.618 1.2264
4.250 1.2101
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 1.2576 1.2652
PP 1.2566 1.2617
S1 1.2556 1.2581

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

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