CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 1.2207 1.2224 0.0017 0.1% 1.2456
High 1.2213 1.2250 0.0037 0.3% 1.2564
Low 1.2207 1.2224 0.0017 0.1% 1.2258
Close 1.2213 1.2227 0.0014 0.1% 1.2263
Range 0.0006 0.0026 0.0020 333.3% 0.0306
ATR 0.0070 0.0067 -0.0002 -3.3% 0.0000
Volume 17 3 -14 -82.4% 114
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2312 1.2295 1.2241
R3 1.2286 1.2269 1.2234
R2 1.2260 1.2260 1.2232
R1 1.2243 1.2243 1.2229 1.2252
PP 1.2234 1.2234 1.2234 1.2238
S1 1.2217 1.2217 1.2225 1.2226
S2 1.2208 1.2208 1.2222
S3 1.2182 1.2191 1.2220
S4 1.2156 1.2165 1.2213
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 1.2360 1.2207 0.0153 1.3% 0.0035 0.3% 13% False False 17
10 1.2564 1.2207 0.0357 2.9% 0.0048 0.4% 6% False False 15
20 1.2564 1.2207 0.0357 2.9% 0.0040 0.3% 6% False False 8
40 1.2800 1.2207 0.0593 4.8% 0.0044 0.4% 3% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2361
2.618 1.2318
1.618 1.2292
1.000 1.2276
0.618 1.2266
HIGH 1.2250
0.618 1.2240
0.500 1.2237
0.382 1.2234
LOW 1.2224
0.618 1.2208
1.000 1.2198
1.618 1.2182
2.618 1.2156
4.250 1.2114
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 1.2237 1.2250
PP 1.2234 1.2242
S1 1.2230 1.2235

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

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