CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 1.2507 1.2395 -0.0112 -0.9% 1.2516
High 1.2542 1.2485 -0.0057 -0.5% 1.2590
Low 1.2400 1.2392 -0.0008 -0.1% 1.2392
Close 1.2408 1.2462 0.0054 0.4% 1.2462
Range 0.0142 0.0093 -0.0049 -34.5% 0.0198
ATR 0.0087 0.0087 0.0000 0.5% 0.0000
Volume 29 128 99 341.4% 436
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2725 1.2687 1.2513
R3 1.2632 1.2594 1.2488
R2 1.2539 1.2539 1.2479
R1 1.2501 1.2501 1.2471 1.2520
PP 1.2446 1.2446 1.2446 1.2456
S1 1.2408 1.2408 1.2453 1.2427
S2 1.2353 1.2353 1.2445
S3 1.2260 1.2315 1.2436
S4 1.2167 1.2222 1.2411
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.3075 1.2967 1.2571
R3 1.2877 1.2769 1.2516
R2 1.2679 1.2679 1.2498
R1 1.2571 1.2571 1.2480 1.2526
PP 1.2481 1.2481 1.2481 1.2459
S1 1.2373 1.2373 1.2444 1.2328
S2 1.2283 1.2283 1.2426
S3 1.2085 1.2175 1.2408
S4 1.1887 1.1977 1.2353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2590 1.2392 0.0198 1.6% 0.0082 0.7% 35% False True 87
10 1.2781 1.2392 0.0389 3.1% 0.0080 0.6% 18% False True 82
20 1.2865 1.2392 0.0473 3.8% 0.0078 0.6% 15% False True 55
40 1.3029 1.2392 0.0637 5.1% 0.0078 0.6% 11% False True 51
60 1.3421 1.2392 0.1029 8.3% 0.0065 0.5% 7% False True 38
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 True
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2880
2.618 1.2728
1.618 1.2635
1.000 1.2578
0.618 1.2542
HIGH 1.2485
0.618 1.2449
0.500 1.2439
0.382 1.2428
LOW 1.2392
0.618 1.2335
1.000 1.2299
1.618 1.2242
2.618 1.2149
4.250 1.1997
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 1.2454 1.2486
PP 1.2446 1.2478
S1 1.2439 1.2470

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

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