CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 1.2519 1.2469 -0.0050 -0.4% 1.2569
High 1.2519 1.2469 -0.0050 -0.4% 1.2610
Low 1.2422 1.2469 0.0047 0.4% 1.2422
Close 1.2422 1.2469 0.0047 0.4% 1.2422
Range 0.0097 0.0000 -0.0097 -100.0% 0.0188
ATR 0.0067 0.0066 -0.0001 -2.2% 0.0000
Volume 6 2 -4 -66.7% 27
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2469 1.2469 1.2469
R3 1.2469 1.2469 1.2469
R2 1.2469 1.2469 1.2469
R1 1.2469 1.2469 1.2469 1.2469
PP 1.2469 1.2469 1.2469 1.2469
S1 1.2469 1.2469 1.2469 1.2469
S2 1.2469 1.2469 1.2469
S3 1.2469 1.2469 1.2469
S4 1.2469 1.2469 1.2469
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.3049 1.2923 1.2525
R3 1.2861 1.2735 1.2474
R2 1.2673 1.2673 1.2456
R1 1.2547 1.2547 1.2439 1.2516
PP 1.2485 1.2485 1.2485 1.2469
S1 1.2359 1.2359 1.2405 1.2328
S2 1.2297 1.2297 1.2388
S3 1.2109 1.2171 1.2370
S4 1.1921 1.1983 1.2319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2610 1.2422 0.0188 1.5% 0.0026 0.2% 25% False False 3
10 1.2610 1.2422 0.0188 1.5% 0.0037 0.3% 25% False False 4
20 1.2800 1.2420 0.0380 3.0% 0.0044 0.4% 13% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2469
2.618 1.2469
1.618 1.2469
1.000 1.2469
0.618 1.2469
HIGH 1.2469
0.618 1.2469
0.500 1.2469
0.382 1.2469
LOW 1.2469
0.618 1.2469
1.000 1.2469
1.618 1.2469
2.618 1.2469
4.250 1.2469
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 1.2469 1.2503
PP 1.2469 1.2492
S1 1.2469 1.2480

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

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