CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 1.2580 1.2507 -0.0073 -0.6% 1.2690
High 1.2580 1.2542 -0.0038 -0.3% 1.2781
Low 1.2490 1.2400 -0.0090 -0.7% 1.2526
Close 1.2501 1.2408 -0.0093 -0.7% 1.2546
Range 0.0090 0.0142 0.0052 57.8% 0.0255
ATR 0.0082 0.0087 0.0004 5.2% 0.0000
Volume 22 29 7 31.8% 385
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2876 1.2784 1.2486
R3 1.2734 1.2642 1.2447
R2 1.2592 1.2592 1.2434
R1 1.2500 1.2500 1.2421 1.2475
PP 1.2450 1.2450 1.2450 1.2438
S1 1.2358 1.2358 1.2395 1.2333
S2 1.2308 1.2308 1.2382
S3 1.2166 1.2216 1.2369
S4 1.2024 1.2074 1.2330
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 1.2626 1.2400 0.0226 1.8% 0.0083 0.7% 4% False True 100
10 1.2781 1.2400 0.0381 3.1% 0.0072 0.6% 2% False True 70
20 1.2865 1.2400 0.0465 3.7% 0.0077 0.6% 2% False True 51
40 1.3029 1.2400 0.0629 5.1% 0.0077 0.6% 1% False True 49
60 1.3421 1.2400 0.1021 8.2% 0.0064 0.5% 1% False True 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.3146
2.618 1.2914
1.618 1.2772
1.000 1.2684
0.618 1.2630
HIGH 1.2542
0.618 1.2488
0.500 1.2471
0.382 1.2454
LOW 1.2400
0.618 1.2312
1.000 1.2258
1.618 1.2170
2.618 1.2028
4.250 1.1797
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 1.2471 1.2495
PP 1.2450 1.2466
S1 1.2429 1.2437

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

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