CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 1.2559 1.2391 -0.0168 -1.3% 1.2539
High 1.2568 1.2462 -0.0106 -0.8% 1.2610
Low 1.2398 1.2391 -0.0007 -0.1% 1.2398
Close 1.2406 1.2453 0.0047 0.4% 1.2406
Range 0.0170 0.0071 -0.0099 -58.2% 0.0212
ATR 0.0092 0.0090 -0.0001 -1.6% 0.0000
Volume 64 572 508 793.8% 285
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2648 1.2622 1.2492
R3 1.2577 1.2551 1.2473
R2 1.2506 1.2506 1.2466
R1 1.2480 1.2480 1.2460 1.2493
PP 1.2435 1.2435 1.2435 1.2442
S1 1.2409 1.2409 1.2446 1.2422
S2 1.2364 1.2364 1.2440
S3 1.2293 1.2338 1.2433
S4 1.2222 1.2267 1.2414
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 1.2391 0.0219 1.8% 0.0086 0.7% 28% False True 158
10 1.2610 1.2391 0.0219 1.8% 0.0089 0.7% 28% False True 102
20 1.2781 1.2391 0.0390 3.1% 0.0086 0.7% 16% False True 96
40 1.2865 1.2391 0.0474 3.8% 0.0087 0.7% 13% False True 70
60 1.3189 1.2391 0.0798 6.4% 0.0077 0.6% 8% False True 54
80 1.3440 1.2391 0.1049 8.4% 0.0062 0.5% 6% False True 43
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 True
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2764
2.618 1.2648
1.618 1.2577
1.000 1.2533
0.618 1.2506
HIGH 1.2462
0.618 1.2435
0.500 1.2427
0.382 1.2418
LOW 1.2391
0.618 1.2347
1.000 1.2320
1.618 1.2276
2.618 1.2205
4.250 1.2089
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 1.2444 1.2486
PP 1.2435 1.2475
S1 1.2427 1.2464

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

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