CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 1.2516 1.2586 0.0070 0.6% 1.2690
High 1.2527 1.2590 0.0063 0.5% 1.2781
Low 1.2470 1.2563 0.0093 0.7% 1.2526
Close 1.2513 1.2578 0.0065 0.5% 1.2546
Range 0.0057 0.0027 -0.0030 -52.6% 0.0255
ATR 0.0082 0.0082 0.0000 -0.5% 0.0000
Volume 201 56 -145 -72.1% 385
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2658 1.2645 1.2593
R3 1.2631 1.2618 1.2585
R2 1.2604 1.2604 1.2583
R1 1.2591 1.2591 1.2580 1.2584
PP 1.2577 1.2577 1.2577 1.2574
S1 1.2564 1.2564 1.2576 1.2557
S2 1.2550 1.2550 1.2573
S3 1.2523 1.2537 1.2571
S4 1.2496 1.2510 1.2563
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 1.2778 1.2470 0.0308 2.4% 0.0072 0.6% 35% False False 126
10 1.2781 1.2470 0.0311 2.5% 0.0059 0.5% 35% False False 68
20 1.2865 1.2470 0.0395 3.1% 0.0077 0.6% 27% False False 54
40 1.3029 1.2470 0.0559 4.4% 0.0074 0.6% 19% False False 48
60 1.3430 1.2470 0.0960 7.6% 0.0060 0.5% 11% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2705
2.618 1.2661
1.618 1.2634
1.000 1.2617
0.618 1.2607
HIGH 1.2590
0.618 1.2580
0.500 1.2577
0.382 1.2573
LOW 1.2563
0.618 1.2546
1.000 1.2536
1.618 1.2519
2.618 1.2492
4.250 1.2448
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 1.2578 1.2568
PP 1.2577 1.2558
S1 1.2577 1.2548

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

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