CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 11-Nov-2014
Day Change Summary
Previous Current
10-Nov-2014 11-Nov-2014 Change Change % Previous Week
Open 1.2510 1.2501 -0.0009 -0.1% 1.2526
High 1.2530 1.2519 -0.0011 -0.1% 1.2612
Low 1.2458 1.2501 0.0043 0.3% 1.2420
Close 1.2458 1.2501 0.0043 0.3% 1.2478
Range 0.0072 0.0018 -0.0054 -75.0% 0.0192
ATR
Volume 7 4 -3 -42.9% 24
Daily Pivots for day following 11-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2561 1.2549 1.2511
R3 1.2543 1.2531 1.2506
R2 1.2525 1.2525 1.2504
R1 1.2513 1.2513 1.2503 1.2510
PP 1.2507 1.2507 1.2507 1.2506
S1 1.2495 1.2495 1.2499 1.2492
S2 1.2489 1.2489 1.2498
S3 1.2471 1.2477 1.2496
S4 1.2453 1.2459 1.2491
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.3079 1.2971 1.2584
R3 1.2887 1.2779 1.2531
R2 1.2695 1.2695 1.2513
R1 1.2587 1.2587 1.2496 1.2545
PP 1.2503 1.2503 1.2503 1.2483
S1 1.2395 1.2395 1.2460 1.2353
S2 1.2311 1.2311 1.2443
S3 1.2119 1.2203 1.2425
S4 1.1927 1.2011 1.2372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2612 1.2420 0.0192 1.5% 0.0069 0.6% 42% False False 6
10 1.2800 1.2420 0.0380 3.0% 0.0053 0.4% 21% False False 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2596
2.618 1.2566
1.618 1.2548
1.000 1.2537
0.618 1.2530
HIGH 1.2519
0.618 1.2512
0.500 1.2510
0.382 1.2508
LOW 1.2501
0.618 1.2490
1.000 1.2483
1.618 1.2472
2.618 1.2454
4.250 1.2425
Fisher Pivots for day following 11-Nov-2014
Pivot 1 day 3 day
R1 1.2510 1.2493
PP 1.2507 1.2484
S1 1.2504 1.2476

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

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