CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 19-Nov-2014
Day Change Summary
Previous Current
18-Nov-2014 19-Nov-2014 Change Change % Previous Week
Open 1.2488 1.2546 0.0058 0.5% 1.2494
High 1.2560 1.2610 0.0050 0.4% 1.2565
Low 1.2488 1.2546 0.0058 0.5% 1.2415
Close 1.2555 1.2563 0.0008 0.1% 1.2546
Range 0.0072 0.0064 -0.0008 -11.1% 0.0150
ATR 0.0090 0.0088 -0.0002 -2.1% 0.0000
Volume 67 34 -33 -49.3% 251
Daily Pivots for day following 19-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2765 1.2728 1.2598
R3 1.2701 1.2664 1.2581
R2 1.2637 1.2637 1.2575
R1 1.2600 1.2600 1.2569 1.2619
PP 1.2573 1.2573 1.2573 1.2582
S1 1.2536 1.2536 1.2557 1.2555
S2 1.2509 1.2509 1.2551
S3 1.2445 1.2472 1.2545
S4 1.2381 1.2408 1.2528
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 1.2610 1.2420 0.0190 1.5% 0.0088 0.7% 75% True False 42
10 1.2610 1.2392 0.0218 1.7% 0.0090 0.7% 78% True False 57
20 1.2781 1.2392 0.0389 3.1% 0.0076 0.6% 44% False False 63
40 1.2865 1.2392 0.0473 3.8% 0.0084 0.7% 36% False False 58
60 1.3240 1.2392 0.0848 6.7% 0.0074 0.6% 20% False False 43
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 False
Stretch 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2882
2.618 1.2778
1.618 1.2714
1.000 1.2674
0.618 1.2650
HIGH 1.2610
0.618 1.2586
0.500 1.2578
0.382 1.2570
LOW 1.2546
0.618 1.2506
1.000 1.2482
1.618 1.2442
2.618 1.2378
4.250 1.2274
Fisher Pivots for day following 19-Nov-2014
Pivot 1 day 3 day
R1 1.2578 1.2555
PP 1.2573 1.2547
S1 1.2568 1.2539

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

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