CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 1.0725 1.0559 -0.0166 -1.5% 1.1226
High 1.0725 1.0706 -0.0019 -0.2% 1.1280
Low 1.0589 1.0559 -0.0030 -0.3% 1.0900
Close 1.0589 1.0650 0.0061 0.6% 1.0915
Range 0.0136 0.0147 0.0011 8.1% 0.0380
ATR 0.0087 0.0091 0.0004 4.9% 0.0000
Volume 30 86 56 186.7% 67
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1079 1.1012 1.0731
R3 1.0932 1.0865 1.0690
R2 1.0785 1.0785 1.0677
R1 1.0718 1.0718 1.0663 1.0752
PP 1.0638 1.0638 1.0638 1.0655
S1 1.0571 1.0571 1.0637 1.0605
S2 1.0491 1.0491 1.0623
S3 1.0344 1.0424 1.0610
S4 1.0197 1.0277 1.0569
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.2172 1.1923 1.1124
R3 1.1792 1.1543 1.1020
R2 1.1412 1.1412 1.0985
R1 1.1163 1.1163 1.0950 1.1098
PP 1.1032 1.1032 1.1032 1.0999
S1 1.0783 1.0783 1.0880 1.0718
S2 1.0652 1.0652 1.0845
S3 1.0272 1.0403 1.0811
S4 0.9892 1.0023 1.0706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1101 1.0559 0.0542 5.1% 0.0119 1.1% 17% False True 43
10 1.1280 1.0559 0.0721 6.8% 0.0086 0.8% 13% False True 30
20 1.1477 1.0559 0.0918 8.6% 0.0067 0.6% 10% False True 23
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 0.0004
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1331
2.618 1.1091
1.618 1.0944
1.000 1.0853
0.618 1.0797
HIGH 1.0706
0.618 1.0650
0.500 1.0633
0.382 1.0615
LOW 1.0559
0.618 1.0468
1.000 1.0412
1.618 1.0321
2.618 1.0174
4.250 0.9934
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 1.0644 1.0690
PP 1.0638 1.0676
S1 1.0633 1.0663

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

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