CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 1.2448 1.2491 0.0043 0.3% 1.2516
High 1.2515 1.2512 -0.0003 0.0% 1.2590
Low 1.2415 1.2453 0.0038 0.3% 1.2392
Close 1.2485 1.2453 -0.0032 -0.3% 1.2462
Range 0.0100 0.0059 -0.0041 -41.0% 0.0198
ATR 0.0087 0.0085 -0.0002 -2.3% 0.0000
Volume 47 69 22 46.8% 436
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2650 1.2610 1.2485
R3 1.2591 1.2551 1.2469
R2 1.2532 1.2532 1.2464
R1 1.2492 1.2492 1.2458 1.2483
PP 1.2473 1.2473 1.2473 1.2468
S1 1.2433 1.2433 1.2448 1.2424
S2 1.2414 1.2414 1.2442
S3 1.2355 1.2374 1.2437
S4 1.2296 1.2315 1.2421
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 1.2542 1.2392 0.0150 1.2% 0.0093 0.7% 41% False False 71
10 1.2642 1.2392 0.0250 2.0% 0.0080 0.6% 24% False False 92
20 1.2850 1.2392 0.0458 3.7% 0.0069 0.6% 13% False False 59
40 1.2952 1.2392 0.0560 4.5% 0.0080 0.6% 11% False False 56
60 1.3306 1.2392 0.0914 7.3% 0.0069 0.6% 7% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2763
2.618 1.2666
1.618 1.2607
1.000 1.2571
0.618 1.2548
HIGH 1.2512
0.618 1.2489
0.500 1.2483
0.382 1.2476
LOW 1.2453
0.618 1.2417
1.000 1.2394
1.618 1.2358
2.618 1.2299
4.250 1.2202
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 1.2483 1.2465
PP 1.2473 1.2461
S1 1.2463 1.2457

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

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