CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 1.2546 1.2553 0.0007 0.1% 1.2494
High 1.2610 1.2580 -0.0030 -0.2% 1.2565
Low 1.2546 1.2527 -0.0019 -0.2% 1.2415
Close 1.2563 1.2569 0.0006 0.0% 1.2546
Range 0.0064 0.0053 -0.0011 -17.2% 0.0150
ATR 0.0088 0.0086 -0.0003 -2.9% 0.0000
Volume 34 57 23 67.6% 251
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2718 1.2696 1.2598
R3 1.2665 1.2643 1.2584
R2 1.2612 1.2612 1.2579
R1 1.2590 1.2590 1.2574 1.2601
PP 1.2559 1.2559 1.2559 1.2564
S1 1.2537 1.2537 1.2564 1.2548
S2 1.2506 1.2506 1.2559
S3 1.2453 1.2484 1.2554
S4 1.2400 1.2431 1.2540
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% 0.0092 0.7% 78% False False 47
10 1.2610 1.2392 0.0218 1.7% 0.0082 0.6% 81% False False 60
20 1.2781 1.2392 0.0389 3.1% 0.0077 0.6% 46% False False 65
40 1.2865 1.2392 0.0473 3.8% 0.0084 0.7% 37% False False 58
60 1.3240 1.2392 0.0848 6.7% 0.0075 0.6% 21% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2805
2.618 1.2719
1.618 1.2666
1.000 1.2633
0.618 1.2613
HIGH 1.2580
0.618 1.2560
0.500 1.2554
0.382 1.2547
LOW 1.2527
0.618 1.2494
1.000 1.2474
1.618 1.2441
2.618 1.2388
4.250 1.2302
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 1.2564 1.2562
PP 1.2559 1.2556
S1 1.2554 1.2549

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

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