CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 1.2431 1.2485 0.0054 0.4% 1.2538
High 1.2474 1.2485 0.0011 0.1% 1.2538
Low 1.2430 1.2418 -0.0012 -0.1% 1.2321
Close 1.2474 1.2418 -0.0056 -0.4% 1.2324
Range 0.0044 0.0067 0.0023 52.3% 0.0217
ATR 0.0071 0.0071 0.0000 -0.4% 0.0000
Volume 1 2 1 100.0% 8
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2641 1.2597 1.2455
R3 1.2574 1.2530 1.2436
R2 1.2507 1.2507 1.2430
R1 1.2463 1.2463 1.2424 1.2452
PP 1.2440 1.2440 1.2440 1.2435
S1 1.2396 1.2396 1.2412 1.2385
S2 1.2373 1.2373 1.2406
S3 1.2306 1.2329 1.2400
S4 1.2239 1.2262 1.2381
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3045 1.2902 1.2443
R3 1.2828 1.2685 1.2384
R2 1.2611 1.2611 1.2364
R1 1.2468 1.2468 1.2344 1.2431
PP 1.2394 1.2394 1.2394 1.2376
S1 1.2251 1.2251 1.2304 1.2214
S2 1.2177 1.2177 1.2284
S3 1.1960 1.2034 1.2264
S4 1.1743 1.1817 1.2205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2485 1.2296 0.0189 1.5% 0.0040 0.3% 65% True False 3
10 1.2538 1.2296 0.0242 1.9% 0.0040 0.3% 50% False False 2
20 1.2610 1.2296 0.0314 2.5% 0.0038 0.3% 39% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2770
2.618 1.2660
1.618 1.2593
1.000 1.2552
0.618 1.2526
HIGH 1.2485
0.618 1.2459
0.500 1.2452
0.382 1.2444
LOW 1.2418
0.618 1.2377
1.000 1.2351
1.618 1.2310
2.618 1.2243
4.250 1.2133
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 1.2452 1.2447
PP 1.2440 1.2437
S1 1.2429 1.2428

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

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