CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 1.1876 1.1837 -0.0039 -0.3% 1.1960
High 1.1876 1.1876 0.0000 0.0% 1.2003
Low 1.1800 1.1819 0.0019 0.2% 1.1800
Close 1.1819 1.1876 0.0057 0.5% 1.1876
Range 0.0076 0.0057 -0.0019 -25.0% 0.0203
ATR 0.0072 0.0071 -0.0001 -1.5% 0.0000
Volume 44 123 79 179.5% 426
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2028 1.2009 1.1907
R3 1.1971 1.1952 1.1892
R2 1.1914 1.1914 1.1886
R1 1.1895 1.1895 1.1881 1.1905
PP 1.1857 1.1857 1.1857 1.1862
S1 1.1838 1.1838 1.1871 1.1848
S2 1.1800 1.1800 1.1866
S3 1.1743 1.1781 1.1860
S4 1.1686 1.1724 1.1845
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2502 1.2392 1.1988
R3 1.2299 1.2189 1.1932
R2 1.2096 1.2096 1.1913
R1 1.1986 1.1986 1.1895 1.1940
PP 1.1893 1.1893 1.1893 1.1870
S1 1.1783 1.1783 1.1857 1.1737
S2 1.1690 1.1690 1.1839
S3 1.1487 1.1580 1.1820
S4 1.1284 1.1377 1.1764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2003 1.1800 0.0203 1.7% 0.0071 0.6% 37% False False 85
10 1.2251 1.1800 0.0451 3.8% 0.0060 0.5% 17% False False 55
20 1.2564 1.1800 0.0764 6.4% 0.0054 0.5% 10% False False 35
40 1.2610 1.1800 0.0810 6.8% 0.0045 0.4% 9% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2118
2.618 1.2025
1.618 1.1968
1.000 1.1933
0.618 1.1911
HIGH 1.1876
0.618 1.1854
0.500 1.1848
0.382 1.1841
LOW 1.1819
0.618 1.1784
1.000 1.1762
1.618 1.1727
2.618 1.1670
4.250 1.1577
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 1.1867 1.1870
PP 1.1857 1.1865
S1 1.1848 1.1859

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

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