CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 1.2395 1.2494 0.0099 0.8% 1.2516
High 1.2485 1.2515 0.0030 0.2% 1.2590
Low 1.2392 1.2443 0.0051 0.4% 1.2392
Close 1.2462 1.2443 -0.0019 -0.2% 1.2462
Range 0.0093 0.0072 -0.0021 -22.6% 0.0198
ATR 0.0087 0.0086 -0.0001 -1.2% 0.0000
Volume 128 85 -43 -33.6% 436
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2683 1.2635 1.2483
R3 1.2611 1.2563 1.2463
R2 1.2539 1.2539 1.2456
R1 1.2491 1.2491 1.2450 1.2479
PP 1.2467 1.2467 1.2467 1.2461
S1 1.2419 1.2419 1.2436 1.2407
S2 1.2395 1.2395 1.2430
S3 1.2323 1.2347 1.2423
S4 1.2251 1.2275 1.2403
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% 0.0085 0.7% 26% False False 64
10 1.2781 1.2392 0.0389 3.1% 0.0083 0.7% 13% False False 90
20 1.2865 1.2392 0.0473 3.8% 0.0075 0.6% 11% False False 58
40 1.3029 1.2392 0.0637 5.1% 0.0079 0.6% 8% False False 53
60 1.3386 1.2392 0.0994 8.0% 0.0066 0.5% 5% False False 39
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook True
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2821
2.618 1.2703
1.618 1.2631
1.000 1.2587
0.618 1.2559
HIGH 1.2515
0.618 1.2487
0.500 1.2479
0.382 1.2471
LOW 1.2443
0.618 1.2399
1.000 1.2371
1.618 1.2327
2.618 1.2255
4.250 1.2137
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 1.2479 1.2467
PP 1.2467 1.2459
S1 1.2455 1.2451

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

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