CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 1.2224 1.2251 0.0027 0.2% 1.2255
High 1.2250 1.2251 0.0001 0.0% 1.2293
Low 1.2224 1.2214 -0.0010 -0.1% 1.2207
Close 1.2227 1.2214 -0.0013 -0.1% 1.2214
Range 0.0026 0.0037 0.0011 42.3% 0.0086
ATR 0.0067 0.0065 -0.0002 -3.2% 0.0000
Volume 3 14 11 366.7% 48
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2337 1.2313 1.2234
R3 1.2300 1.2276 1.2224
R2 1.2263 1.2263 1.2221
R1 1.2239 1.2239 1.2217 1.2233
PP 1.2226 1.2226 1.2226 1.2223
S1 1.2202 1.2202 1.2211 1.2196
S2 1.2189 1.2189 1.2207
S3 1.2152 1.2165 1.2204
S4 1.2115 1.2128 1.2194
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2496 1.2441 1.2261
R3 1.2410 1.2355 1.2238
R2 1.2324 1.2324 1.2230
R1 1.2269 1.2269 1.2222 1.2254
PP 1.2238 1.2238 1.2238 1.2230
S1 1.2183 1.2183 1.2206 1.2168
S2 1.2152 1.2152 1.2198
S3 1.2066 1.2097 1.2190
S4 1.1980 1.2011 1.2167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2320 1.2207 0.0113 0.9% 0.0034 0.3% 6% False False 16
10 1.2564 1.2207 0.0357 2.9% 0.0045 0.4% 2% False False 16
20 1.2564 1.2207 0.0357 2.9% 0.0042 0.3% 2% False False 9
40 1.2646 1.2207 0.0439 3.6% 0.0042 0.3% 2% 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 True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2408
2.618 1.2348
1.618 1.2311
1.000 1.2288
0.618 1.2274
HIGH 1.2251
0.618 1.2237
0.500 1.2233
0.382 1.2228
LOW 1.2214
0.618 1.2191
1.000 1.2177
1.618 1.2154
2.618 1.2117
4.250 1.2057
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 1.2233 1.2229
PP 1.2226 1.2224
S1 1.2220 1.2219

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

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