CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 1.2491 1.2480 -0.0011 -0.1% 1.2516
High 1.2512 1.2510 -0.0002 0.0% 1.2590
Low 1.2453 1.2480 0.0027 0.2% 1.2392
Close 1.2453 1.2508 0.0055 0.4% 1.2462
Range 0.0059 0.0030 -0.0029 -49.2% 0.0198
ATR 0.0085 0.0083 -0.0002 -2.4% 0.0000
Volume 69 36 -33 -47.8% 436
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2589 1.2579 1.2525
R3 1.2559 1.2549 1.2516
R2 1.2529 1.2529 1.2514
R1 1.2519 1.2519 1.2511 1.2524
PP 1.2499 1.2499 1.2499 1.2502
S1 1.2489 1.2489 1.2505 1.2494
S2 1.2469 1.2469 1.2503
S3 1.2439 1.2459 1.2500
S4 1.2409 1.2429 1.2492
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 1.2515 1.2392 0.0123 1.0% 0.0071 0.6% 94% False False 73
10 1.2626 1.2392 0.0234 1.9% 0.0077 0.6% 50% False False 86
20 1.2831 1.2392 0.0439 3.5% 0.0066 0.5% 26% False False 57
40 1.2944 1.2392 0.0552 4.4% 0.0079 0.6% 21% False False 56
60 1.3306 1.2392 0.0914 7.3% 0.0069 0.6% 13% False False 41
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2638
2.618 1.2589
1.618 1.2559
1.000 1.2540
0.618 1.2529
HIGH 1.2510
0.618 1.2499
0.500 1.2495
0.382 1.2491
LOW 1.2480
0.618 1.2461
1.000 1.2450
1.618 1.2431
2.618 1.2401
4.250 1.2353
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 1.2504 1.2494
PP 1.2499 1.2479
S1 1.2495 1.2465

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

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