CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 1.2500 1.2515 0.0015 0.1% 1.2510
High 1.2524 1.2575 0.0051 0.4% 1.2575
Low 1.2500 1.2515 0.0015 0.1% 1.2458
Close 1.2524 1.2561 0.0037 0.3% 1.2561
Range 0.0024 0.0060 0.0036 150.0% 0.0117
ATR 0.0063 0.0063 0.0000 -0.4% 0.0000
Volume 5 3 -2 -40.0% 20
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2730 1.2706 1.2594
R3 1.2670 1.2646 1.2578
R2 1.2610 1.2610 1.2572
R1 1.2586 1.2586 1.2567 1.2598
PP 1.2550 1.2550 1.2550 1.2557
S1 1.2526 1.2526 1.2556 1.2538
S2 1.2490 1.2490 1.2550
S3 1.2430 1.2466 1.2545
S4 1.2370 1.2406 1.2528
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 1.2458 0.0117 0.9% 0.0045 0.4% 88% True False 4
10 1.2612 1.2420 0.0192 1.5% 0.0053 0.4% 73% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2830
2.618 1.2732
1.618 1.2672
1.000 1.2635
0.618 1.2612
HIGH 1.2575
0.618 1.2552
0.500 1.2545
0.382 1.2538
LOW 1.2515
0.618 1.2478
1.000 1.2455
1.618 1.2418
2.618 1.2358
4.250 1.2260
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 1.2556 1.2548
PP 1.2550 1.2535
S1 1.2545 1.2522

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

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