CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 1.2215 1.2175 -0.0040 -0.3% 1.2255
High 1.2243 1.2217 -0.0026 -0.2% 1.2293
Low 1.2192 1.2174 -0.0018 -0.1% 1.2207
Close 1.2193 1.2190 -0.0003 0.0% 1.2214
Range 0.0051 0.0043 -0.0008 -15.7% 0.0086
ATR 0.0064 0.0063 -0.0002 -2.3% 0.0000
Volume 3 39 36 1,200.0% 48
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2323 1.2299 1.2214
R3 1.2280 1.2256 1.2202
R2 1.2237 1.2237 1.2198
R1 1.2213 1.2213 1.2194 1.2225
PP 1.2194 1.2194 1.2194 1.2200
S1 1.2170 1.2170 1.2186 1.2182
S2 1.2151 1.2151 1.2182
S3 1.2108 1.2127 1.2178
S4 1.2065 1.2084 1.2166
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 1.2251 1.2174 0.0077 0.6% 0.0033 0.3% 21% False True 15
10 1.2564 1.2174 0.0390 3.2% 0.0049 0.4% 4% False True 18
20 1.2564 1.2174 0.0390 3.2% 0.0045 0.4% 4% False True 11
40 1.2612 1.2174 0.0438 3.6% 0.0044 0.4% 4% False True 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2400
2.618 1.2330
1.618 1.2287
1.000 1.2260
0.618 1.2244
HIGH 1.2217
0.618 1.2201
0.500 1.2196
0.382 1.2190
LOW 1.2174
0.618 1.2147
1.000 1.2131
1.618 1.2104
2.618 1.2061
4.250 1.1991
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 1.2196 1.2213
PP 1.2194 1.2205
S1 1.2192 1.2198

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

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