CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 1.2255 1.2207 -0.0048 -0.4% 1.2456
High 1.2293 1.2213 -0.0080 -0.7% 1.2564
Low 1.2255 1.2207 -0.0048 -0.4% 1.2258
Close 1.2258 1.2213 -0.0045 -0.4% 1.2263
Range 0.0038 0.0006 -0.0032 -84.2% 0.0306
ATR 0.0071 0.0070 -0.0001 -2.0% 0.0000
Volume 14 17 3 21.4% 114
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2229 1.2227 1.2216
R3 1.2223 1.2221 1.2215
R2 1.2217 1.2217 1.2214
R1 1.2215 1.2215 1.2214 1.2216
PP 1.2211 1.2211 1.2211 1.2212
S1 1.2209 1.2209 1.2212 1.2210
S2 1.2205 1.2205 1.2212
S3 1.2199 1.2203 1.2211
S4 1.2193 1.2197 1.2210
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3280 1.3077 1.2431
R3 1.2974 1.2771 1.2347
R2 1.2668 1.2668 1.2319
R1 1.2465 1.2465 1.2291 1.2414
PP 1.2362 1.2362 1.2362 1.2336
S1 1.2159 1.2159 1.2235 1.2108
S2 1.2056 1.2056 1.2207
S3 1.1750 1.1853 1.2179
S4 1.1444 1.1547 1.2095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2501 1.2207 0.0294 2.4% 0.0057 0.5% 2% False True 22
10 1.2564 1.2207 0.0357 2.9% 0.0050 0.4% 2% False True 15
20 1.2564 1.2207 0.0357 2.9% 0.0042 0.3% 2% False True 8
40 1.2800 1.2207 0.0593 4.9% 0.0043 0.4% 1% False True 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.0004
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2239
2.618 1.2229
1.618 1.2223
1.000 1.2219
0.618 1.2217
HIGH 1.2213
0.618 1.2211
0.500 1.2210
0.382 1.2209
LOW 1.2207
0.618 1.2203
1.000 1.2201
1.618 1.2197
2.618 1.2191
4.250 1.2182
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 1.2212 1.2264
PP 1.2211 1.2247
S1 1.2210 1.2230

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

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