CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 1.2569 1.2573 0.0004 0.0% 1.2510
High 1.2569 1.2573 0.0004 0.0% 1.2575
Low 1.2486 1.2569 0.0083 0.7% 1.2458
Close 1.2486 1.2569 0.0083 0.7% 1.2561
Range 0.0083 0.0004 -0.0079 -95.2% 0.0117
ATR 0.0064 0.0066 0.0002 2.5% 0.0000
Volume 11 3 -8 -72.7% 20
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2582 1.2580 1.2571
R3 1.2578 1.2576 1.2570
R2 1.2574 1.2574 1.2570
R1 1.2572 1.2572 1.2569 1.2571
PP 1.2570 1.2570 1.2570 1.2570
S1 1.2568 1.2568 1.2569 1.2567
S2 1.2566 1.2566 1.2568
S3 1.2562 1.2564 1.2568
S4 1.2558 1.2560 1.2567
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2882 1.2839 1.2625
R3 1.2765 1.2722 1.2593
R2 1.2648 1.2648 1.2582
R1 1.2605 1.2605 1.2572 1.2627
PP 1.2531 1.2531 1.2531 1.2542
S1 1.2488 1.2488 1.2550 1.2510
S2 1.2414 1.2414 1.2540
S3 1.2297 1.2371 1.2529
S4 1.2180 1.2254 1.2497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2575 1.2469 0.0106 0.8% 0.0044 0.4% 94% False False 4
10 1.2612 1.2420 0.0192 1.5% 0.0057 0.5% 78% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2590
2.618 1.2583
1.618 1.2579
1.000 1.2577
0.618 1.2575
HIGH 1.2573
0.618 1.2571
0.500 1.2571
0.382 1.2571
LOW 1.2569
0.618 1.2567
1.000 1.2565
1.618 1.2563
2.618 1.2559
4.250 1.2552
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 1.2571 1.2556
PP 1.2570 1.2543
S1 1.2570 1.2531

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

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