CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 1.1369 1.1414 0.0045 0.4% 1.1382
High 1.1369 1.1476 0.0107 0.9% 1.1542
Low 1.1330 1.1378 0.0048 0.4% 1.1355
Close 1.1365 1.1476 0.0111 1.0% 1.1379
Range 0.0039 0.0098 0.0059 151.3% 0.0187
ATR
Volume 6 9 3 50.0% 48
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1737 1.1705 1.1530
R3 1.1639 1.1607 1.1503
R2 1.1541 1.1541 1.1494
R1 1.1509 1.1509 1.1485 1.1525
PP 1.1443 1.1443 1.1443 1.1452
S1 1.1411 1.1411 1.1467 1.1427
S2 1.1345 1.1345 1.1458
S3 1.1247 1.1313 1.1449
S4 1.1149 1.1215 1.1422
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1986 1.1870 1.1482
R3 1.1799 1.1683 1.1430
R2 1.1612 1.1612 1.1413
R1 1.1496 1.1496 1.1396 1.1461
PP 1.1425 1.1425 1.1425 1.1408
S1 1.1309 1.1309 1.1362 1.1274
S2 1.1238 1.1238 1.1345
S3 1.1051 1.1122 1.1328
S4 1.0864 1.0935 1.1276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1500 1.1330 0.0170 1.5% 0.0067 0.6% 86% False False 5
10 1.1542 1.1330 0.0212 1.8% 0.0062 0.5% 69% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1893
2.618 1.1733
1.618 1.1635
1.000 1.1574
0.618 1.1537
HIGH 1.1476
0.618 1.1439
0.500 1.1427
0.382 1.1415
LOW 1.1378
0.618 1.1317
1.000 1.1280
1.618 1.1219
2.618 1.1121
4.250 1.0962
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 1.1460 1.1452
PP 1.1443 1.1427
S1 1.1427 1.1403

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

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