CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 1.2586 1.2580 -0.0006 0.0% 1.2690
High 1.2590 1.2580 -0.0010 -0.1% 1.2781
Low 1.2563 1.2490 -0.0073 -0.6% 1.2526
Close 1.2578 1.2501 -0.0077 -0.6% 1.2546
Range 0.0027 0.0090 0.0063 233.3% 0.0255
ATR 0.0082 0.0082 0.0001 0.7% 0.0000
Volume 56 22 -34 -60.7% 385
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2794 1.2737 1.2551
R3 1.2704 1.2647 1.2526
R2 1.2614 1.2614 1.2518
R1 1.2557 1.2557 1.2509 1.2541
PP 1.2524 1.2524 1.2524 1.2515
S1 1.2467 1.2467 1.2493 1.2451
S2 1.2434 1.2434 1.2485
S3 1.2344 1.2377 1.2476
S4 1.2254 1.2287 1.2452
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 1.2642 1.2470 0.0172 1.4% 0.0066 0.5% 18% False False 113
10 1.2781 1.2470 0.0311 2.5% 0.0061 0.5% 10% False False 68
20 1.2865 1.2470 0.0395 3.2% 0.0076 0.6% 8% False False 53
40 1.3029 1.2470 0.0559 4.5% 0.0074 0.6% 6% False False 48
60 1.3430 1.2470 0.0960 7.7% 0.0062 0.5% 3% False False 35
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2963
2.618 1.2816
1.618 1.2726
1.000 1.2670
0.618 1.2636
HIGH 1.2580
0.618 1.2546
0.500 1.2535
0.382 1.2524
LOW 1.2490
0.618 1.2434
1.000 1.2400
1.618 1.2344
2.618 1.2254
4.250 1.2108
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 1.2535 1.2530
PP 1.2524 1.2520
S1 1.2512 1.2511

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

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