CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 1.2515 1.2480 -0.0035 -0.3% 1.2304
High 1.2564 1.2501 -0.0063 -0.5% 1.2490
Low 1.2515 1.2362 -0.0153 -1.2% 1.2296
Close 1.2520 1.2362 -0.0158 -1.3% 1.2484
Range 0.0049 0.0139 0.0090 183.7% 0.0194
ATR 0.0071 0.0077 0.0006 8.8% 0.0000
Volume 11 30 19 172.7% 14
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2825 1.2733 1.2438
R3 1.2686 1.2594 1.2400
R2 1.2547 1.2547 1.2387
R1 1.2455 1.2455 1.2375 1.2432
PP 1.2408 1.2408 1.2408 1.2397
S1 1.2316 1.2316 1.2349 1.2293
S2 1.2269 1.2269 1.2337
S3 1.2130 1.2177 1.2324
S4 1.1991 1.2038 1.2286
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3005 1.2939 1.2591
R3 1.2811 1.2745 1.2537
R2 1.2617 1.2617 1.2520
R1 1.2551 1.2551 1.2502 1.2584
PP 1.2423 1.2423 1.2423 1.2440
S1 1.2357 1.2357 1.2466 1.2390
S2 1.2229 1.2229 1.2448
S3 1.2035 1.2163 1.2431
S4 1.1841 1.1969 1.2377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2564 1.2362 0.0202 1.6% 0.0061 0.5% 0% False True 13
10 1.2564 1.2296 0.0268 2.2% 0.0059 0.5% 25% False False 8
20 1.2610 1.2296 0.0314 2.5% 0.0041 0.3% 21% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3092
2.618 1.2865
1.618 1.2726
1.000 1.2640
0.618 1.2587
HIGH 1.2501
0.618 1.2448
0.500 1.2432
0.382 1.2415
LOW 1.2362
0.618 1.2276
1.000 1.2223
1.618 1.2137
2.618 1.1998
4.250 1.1771
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 1.2432 1.2463
PP 1.2408 1.2429
S1 1.2385 1.2396

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

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