CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 1.2357 1.2306 -0.0051 -0.4% 1.2477
High 1.2366 1.2322 -0.0044 -0.4% 1.2582
Low 1.2287 1.2242 -0.0045 -0.4% 1.2242
Close 1.2303 1.2246 -0.0057 -0.5% 1.2246
Range 0.0079 0.0080 0.0001 1.3% 0.0340
ATR 0.0103 0.0102 -0.0002 -1.6% 0.0000
Volume 389 229 -160 -41.1% 2,594
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2510 1.2458 1.2290
R3 1.2430 1.2378 1.2268
R2 1.2350 1.2350 1.2261
R1 1.2298 1.2298 1.2253 1.2284
PP 1.2270 1.2270 1.2270 1.2263
S1 1.2218 1.2218 1.2239 1.2204
S2 1.2190 1.2190 1.2231
S3 1.2110 1.2138 1.2224
S4 1.2030 1.2058 1.2202
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3377 1.3151 1.2433
R3 1.3037 1.2811 1.2340
R2 1.2697 1.2697 1.2308
R1 1.2471 1.2471 1.2277 1.2414
PP 1.2357 1.2357 1.2357 1.2328
S1 1.2131 1.2131 1.2215 1.2074
S2 1.2017 1.2017 1.2184
S3 1.1677 1.1791 1.2153
S4 1.1337 1.1451 1.2059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2582 1.2242 0.0340 2.8% 0.0109 0.9% 1% False True 518
10 1.2582 1.2242 0.0340 2.8% 0.0106 0.9% 1% False True 399
20 1.2582 1.2242 0.0340 2.8% 0.0102 0.8% 1% False True 273
40 1.2781 1.2242 0.0539 4.4% 0.0089 0.7% 1% False True 169
60 1.2865 1.2242 0.0623 5.1% 0.0090 0.7% 1% False True 129
80 1.3240 1.2242 0.0998 8.1% 0.0082 0.7% 0% False True 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2662
2.618 1.2531
1.618 1.2451
1.000 1.2402
0.618 1.2371
HIGH 1.2322
0.618 1.2291
0.500 1.2282
0.382 1.2273
LOW 1.2242
0.618 1.2193
1.000 1.2162
1.618 1.2113
2.618 1.2033
4.250 1.1902
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 1.2282 1.2387
PP 1.2270 1.2340
S1 1.2258 1.2293

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

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