CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 1.2184 1.2092 -0.0092 -0.8% 1.2215
High 1.2184 1.2099 -0.0085 -0.7% 1.2243
Low 1.2129 1.2042 -0.0087 -0.7% 1.2042
Close 1.2134 1.2042 -0.0092 -0.8% 1.2042
Range 0.0055 0.0057 0.0002 3.6% 0.0201
ATR 0.0062 0.0065 0.0002 3.4% 0.0000
Volume 70 5 -65 -92.9% 117
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2232 1.2194 1.2073
R3 1.2175 1.2137 1.2058
R2 1.2118 1.2118 1.2052
R1 1.2080 1.2080 1.2047 1.2071
PP 1.2061 1.2061 1.2061 1.2056
S1 1.2023 1.2023 1.2037 1.2014
S2 1.2004 1.2004 1.2032
S3 1.1947 1.1966 1.2026
S4 1.1890 1.1909 1.2011
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2712 1.2578 1.2153
R3 1.2511 1.2377 1.2097
R2 1.2310 1.2310 1.2079
R1 1.2176 1.2176 1.2060 1.2143
PP 1.2109 1.2109 1.2109 1.2092
S1 1.1975 1.1975 1.2024 1.1942
S2 1.1908 1.1908 1.2005
S3 1.1707 1.1774 1.1987
S4 1.1506 1.1573 1.1931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2251 1.2042 0.0209 1.7% 0.0049 0.4% 0% False True 26
10 1.2360 1.2042 0.0318 2.6% 0.0042 0.3% 0% False True 21
20 1.2564 1.2042 0.0522 4.3% 0.0050 0.4% 0% False True 14
40 1.2612 1.2042 0.0570 4.7% 0.0045 0.4% 0% False True 9
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 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2341
2.618 1.2248
1.618 1.2191
1.000 1.2156
0.618 1.2134
HIGH 1.2099
0.618 1.2077
0.500 1.2071
0.382 1.2064
LOW 1.2042
0.618 1.2007
1.000 1.1985
1.618 1.1950
2.618 1.1893
4.250 1.1800
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 1.2071 1.2130
PP 1.2061 1.2100
S1 1.2052 1.2071

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

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