CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 1.2469 1.2447 -0.0022 -0.2% 1.2569
High 1.2469 1.2505 0.0036 0.3% 1.2610
Low 1.2469 1.2447 -0.0022 -0.2% 1.2422
Close 1.2469 1.2505 0.0036 0.3% 1.2422
Range 0.0000 0.0058 0.0058 0.0188
ATR 0.0066 0.0065 -0.0001 -0.9% 0.0000
Volume 2 2 0 0.0% 27
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2660 1.2640 1.2537
R3 1.2602 1.2582 1.2521
R2 1.2544 1.2544 1.2516
R1 1.2524 1.2524 1.2510 1.2534
PP 1.2486 1.2486 1.2486 1.2491
S1 1.2466 1.2466 1.2500 1.2476
S2 1.2428 1.2428 1.2494
S3 1.2370 1.2408 1.2489
S4 1.2312 1.2350 1.2473
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% 0.0037 0.3% 44% False False 3
10 1.2610 1.2422 0.0188 1.5% 0.0041 0.3% 44% False False 4
20 1.2800 1.2420 0.0380 3.0% 0.0047 0.4% 22% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2752
2.618 1.2657
1.618 1.2599
1.000 1.2563
0.618 1.2541
HIGH 1.2505
0.618 1.2483
0.500 1.2476
0.382 1.2469
LOW 1.2447
0.618 1.2411
1.000 1.2389
1.618 1.2353
2.618 1.2295
4.250 1.2201
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 1.2495 1.2494
PP 1.2486 1.2482
S1 1.2476 1.2471

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

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