CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 1.2480 1.2450 -0.0030 -0.2% 1.2494
High 1.2510 1.2565 0.0055 0.4% 1.2565
Low 1.2480 1.2420 -0.0060 -0.5% 1.2415
Close 1.2508 1.2546 0.0038 0.3% 1.2546
Range 0.0030 0.0145 0.0115 383.3% 0.0150
ATR 0.0083 0.0087 0.0004 5.3% 0.0000
Volume 36 14 -22 -61.1% 251
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2945 1.2891 1.2626
R3 1.2800 1.2746 1.2586
R2 1.2655 1.2655 1.2573
R1 1.2601 1.2601 1.2559 1.2628
PP 1.2510 1.2510 1.2510 1.2524
S1 1.2456 1.2456 1.2533 1.2483
S2 1.2365 1.2365 1.2519
S3 1.2220 1.2311 1.2506
S4 1.2075 1.2166 1.2466
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2959 1.2902 1.2629
R3 1.2809 1.2752 1.2587
R2 1.2659 1.2659 1.2574
R1 1.2602 1.2602 1.2560 1.2631
PP 1.2509 1.2509 1.2509 1.2523
S1 1.2452 1.2452 1.2532 1.2481
S2 1.2359 1.2359 1.2519
S3 1.2209 1.2302 1.2505
S4 1.2059 1.2152 1.2464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2565 1.2415 0.0150 1.2% 0.0081 0.6% 87% True False 50
10 1.2590 1.2392 0.0198 1.6% 0.0082 0.6% 78% False False 68
20 1.2831 1.2392 0.0439 3.5% 0.0072 0.6% 35% False False 56
40 1.2903 1.2392 0.0511 4.1% 0.0080 0.6% 30% False False 55
60 1.3299 1.2392 0.0907 7.2% 0.0071 0.6% 17% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.3181
2.618 1.2945
1.618 1.2800
1.000 1.2710
0.618 1.2655
HIGH 1.2565
0.618 1.2510
0.500 1.2493
0.382 1.2475
LOW 1.2420
0.618 1.2330
1.000 1.2275
1.618 1.2185
2.618 1.2040
4.250 1.1804
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 1.2528 1.2528
PP 1.2510 1.2510
S1 1.2493 1.2493

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

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