CME Euro FX (E) Future June 2015


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Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 1.0689 1.0558 -0.0131 -1.2% 1.1197
High 1.0730 1.0696 -0.0034 -0.3% 1.1254
Low 1.0523 1.0506 -0.0017 -0.2% 1.0853
Close 1.0546 1.0610 0.0064 0.6% 1.0872
Range 0.0207 0.0190 -0.0017 -8.2% 0.0401
ATR 0.0123 0.0128 0.0005 3.8% 0.0000
Volume 292,601 235,586 -57,015 -19.5% 149,179
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1174 1.1082 1.0715
R3 1.0984 1.0892 1.0662
R2 1.0794 1.0794 1.0645
R1 1.0702 1.0702 1.0627 1.0748
PP 1.0604 1.0604 1.0604 1.0627
S1 1.0512 1.0512 1.0593 1.0558
S2 1.0414 1.0414 1.0575
S3 1.0224 1.0322 1.0558
S4 1.0034 1.0132 1.0506
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.2196 1.1935 1.1093
R3 1.1795 1.1534 1.0982
R2 1.1394 1.1394 1.0946
R1 1.1133 1.1133 1.0909 1.1063
PP 1.0993 1.0993 1.0993 1.0958
S1 1.0732 1.0732 1.0835 1.0662
S2 1.0592 1.0592 1.0798
S3 1.0191 1.0331 1.0762
S4 0.9790 0.9930 1.0651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1047 1.0506 0.0541 5.1% 0.0167 1.6% 19% False True 163,887
10 1.1260 1.0506 0.0754 7.1% 0.0130 1.2% 14% False True 92,454
20 1.1466 1.0506 0.0960 9.0% 0.0116 1.1% 11% False True 47,160
40 1.1864 1.0506 0.1358 12.8% 0.0134 1.3% 8% False True 24,457
60 1.2582 1.0506 0.2076 19.6% 0.0116 1.1% 5% False True 16,467
80 1.2610 1.0506 0.2104 19.8% 0.0112 1.1% 5% False True 12,389
100 1.2831 1.0506 0.2325 21.9% 0.0103 1.0% 4% False True 9,923
120 1.2944 1.0506 0.2438 23.0% 0.0101 0.9% 4% False True 8,278
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 False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1504
2.618 1.1193
1.618 1.1003
1.000 1.0886
0.618 1.0813
HIGH 1.0696
0.618 1.0623
0.500 1.0601
0.382 1.0579
LOW 1.0506
0.618 1.0389
1.000 1.0316
1.618 1.0199
2.618 1.0009
4.250 0.9699
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 1.0607 1.0687
PP 1.0604 1.0661
S1 1.0601 1.0636

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

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