CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 1.2092 1.1960 -0.0132 -1.1% 1.2215
High 1.2099 1.2003 -0.0096 -0.8% 1.2243
Low 1.2042 1.1930 -0.0112 -0.9% 1.2042
Close 1.2042 1.1976 -0.0066 -0.5% 1.2042
Range 0.0057 0.0073 0.0016 28.1% 0.0201
ATR 0.0065 0.0068 0.0003 5.2% 0.0000
Volume 5 50 45 900.0% 117
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2189 1.2155 1.2016
R3 1.2116 1.2082 1.1996
R2 1.2043 1.2043 1.1989
R1 1.2009 1.2009 1.1983 1.2026
PP 1.1970 1.1970 1.1970 1.1978
S1 1.1936 1.1936 1.1969 1.1953
S2 1.1897 1.1897 1.1963
S3 1.1824 1.1863 1.1956
S4 1.1751 1.1790 1.1936
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 1.2243 1.1930 0.0313 2.6% 0.0056 0.5% 15% False True 33
10 1.2320 1.1930 0.0390 3.3% 0.0045 0.4% 12% False True 24
20 1.2564 1.1930 0.0634 5.3% 0.0046 0.4% 7% False True 17
40 1.2610 1.1930 0.0680 5.7% 0.0044 0.4% 7% False True 10
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 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2313
2.618 1.2194
1.618 1.2121
1.000 1.2076
0.618 1.2048
HIGH 1.2003
0.618 1.1975
0.500 1.1967
0.382 1.1958
LOW 1.1930
0.618 1.1885
1.000 1.1857
1.618 1.1812
2.618 1.1739
4.250 1.1620
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 1.1973 1.2057
PP 1.1970 1.2030
S1 1.1967 1.2003

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

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