CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 1.2450 1.2539 0.0089 0.7% 1.2494
High 1.2565 1.2595 0.0030 0.2% 1.2565
Low 1.2420 1.2468 0.0048 0.4% 1.2415
Close 1.2546 1.2472 -0.0074 -0.6% 1.2546
Range 0.0145 0.0127 -0.0018 -12.4% 0.0150
ATR 0.0087 0.0090 0.0003 3.2% 0.0000
Volume 14 63 49 350.0% 251
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2893 1.2809 1.2542
R3 1.2766 1.2682 1.2507
R2 1.2639 1.2639 1.2495
R1 1.2555 1.2555 1.2484 1.2534
PP 1.2512 1.2512 1.2512 1.2501
S1 1.2428 1.2428 1.2460 1.2407
S2 1.2385 1.2385 1.2449
S3 1.2258 1.2301 1.2437
S4 1.2131 1.2174 1.2402
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 1.2595 1.2415 0.0180 1.4% 0.0092 0.7% 32% True False 45
10 1.2595 1.2392 0.0203 1.6% 0.0089 0.7% 39% True False 54
20 1.2782 1.2392 0.0390 3.1% 0.0075 0.6% 21% False False 59
40 1.2903 1.2392 0.0511 4.1% 0.0083 0.7% 16% False False 57
60 1.3240 1.2392 0.0848 6.8% 0.0073 0.6% 9% False False 42
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 False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3135
2.618 1.2927
1.618 1.2800
1.000 1.2722
0.618 1.2673
HIGH 1.2595
0.618 1.2546
0.500 1.2532
0.382 1.2517
LOW 1.2468
0.618 1.2390
1.000 1.2341
1.618 1.2263
2.618 1.2136
4.250 1.1928
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 1.2532 1.2508
PP 1.2512 1.2496
S1 1.2492 1.2484

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

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