CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 1.1386 1.1402 0.0016 0.1% 1.1467
High 1.1399 1.1417 0.0018 0.2% 1.1477
Low 1.1386 1.1402 0.0016 0.1% 1.1380
Close 1.1393 1.1417 0.0024 0.2% 1.1458
Range 0.0013 0.0015 0.0002 15.4% 0.0097
ATR 0.0065 0.0062 -0.0003 -4.5% 0.0000
Volume 3 10 7 233.3% 17
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1457 1.1452 1.1425
R3 1.1442 1.1437 1.1421
R2 1.1427 1.1427 1.1420
R1 1.1422 1.1422 1.1418 1.1425
PP 1.1412 1.1412 1.1412 1.1413
S1 1.1407 1.1407 1.1416 1.1410
S2 1.1397 1.1397 1.1414
S3 1.1382 1.1392 1.1413
S4 1.1367 1.1377 1.1409
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1729 1.1691 1.1511
R3 1.1632 1.1594 1.1485
R2 1.1535 1.1535 1.1476
R1 1.1497 1.1497 1.1467 1.1468
PP 1.1438 1.1438 1.1438 1.1424
S1 1.1400 1.1400 1.1449 1.1371
S2 1.1341 1.1341 1.1440
S3 1.1244 1.1303 1.1431
S4 1.1147 1.1206 1.1405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1477 1.1380 0.0097 0.8% 0.0035 0.3% 38% False False 5
10 1.1477 1.1330 0.0147 1.3% 0.0038 0.3% 59% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1481
2.618 1.1456
1.618 1.1441
1.000 1.1432
0.618 1.1426
HIGH 1.1417
0.618 1.1411
0.500 1.1410
0.382 1.1408
LOW 1.1402
0.618 1.1393
1.000 1.1387
1.618 1.1378
2.618 1.1363
4.250 1.1338
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 1.1415 1.1412
PP 1.1412 1.1407
S1 1.1410 1.1402

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

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