CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 1.2553 1.2559 0.0006 0.0% 1.2539
High 1.2580 1.2568 -0.0012 -0.1% 1.2610
Low 1.2527 1.2398 -0.0129 -1.0% 1.2398
Close 1.2569 1.2406 -0.0163 -1.3% 1.2406
Range 0.0053 0.0170 0.0117 220.8% 0.0212
ATR 0.0086 0.0092 0.0006 7.1% 0.0000
Volume 57 64 7 12.3% 285
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2967 1.2857 1.2500
R3 1.2797 1.2687 1.2453
R2 1.2627 1.2627 1.2437
R1 1.2517 1.2517 1.2422 1.2487
PP 1.2457 1.2457 1.2457 1.2443
S1 1.2347 1.2347 1.2390 1.2317
S2 1.2287 1.2287 1.2375
S3 1.2117 1.2177 1.2359
S4 1.1947 1.2007 1.2313
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.3107 1.2969 1.2523
R3 1.2895 1.2757 1.2464
R2 1.2683 1.2683 1.2445
R1 1.2545 1.2545 1.2425 1.2508
PP 1.2471 1.2471 1.2471 1.2453
S1 1.2333 1.2333 1.2387 1.2296
S2 1.2259 1.2259 1.2367
S3 1.2047 1.2121 1.2348
S4 1.1835 1.1909 1.2289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2610 1.2398 0.0212 1.7% 0.0097 0.8% 4% False True 57
10 1.2610 1.2398 0.0212 1.7% 0.0089 0.7% 4% False True 53
20 1.2781 1.2392 0.0389 3.1% 0.0084 0.7% 4% False False 67
40 1.2865 1.2392 0.0473 3.8% 0.0086 0.7% 3% False False 58
60 1.3220 1.2392 0.0828 6.7% 0.0077 0.6% 2% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.3291
2.618 1.3013
1.618 1.2843
1.000 1.2738
0.618 1.2673
HIGH 1.2568
0.618 1.2503
0.500 1.2483
0.382 1.2463
LOW 1.2398
0.618 1.2293
1.000 1.2228
1.618 1.2123
2.618 1.1953
4.250 1.1676
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 1.2483 1.2504
PP 1.2457 1.2471
S1 1.2432 1.2439

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

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