CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 1.0553 1.0624 0.0071 0.7% 1.0879
High 1.0650 1.0684 0.0034 0.3% 1.0916
Low 1.0553 1.0599 0.0046 0.4% 1.0520
Close 1.0635 1.0651 0.0016 0.2% 1.0524
Range 0.0097 0.0085 -0.0012 -12.4% 0.0396
ATR 0.0098 0.0098 -0.0001 -1.0% 0.0000
Volume 25 37 12 48.0% 260
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.0900 1.0860 1.0698
R3 1.0815 1.0775 1.0674
R2 1.0730 1.0730 1.0667
R1 1.0690 1.0690 1.0659 1.0710
PP 1.0645 1.0645 1.0645 1.0655
S1 1.0605 1.0605 1.0643 1.0625
S2 1.0560 1.0560 1.0635
S3 1.0475 1.0520 1.0628
S4 1.0390 1.0435 1.0604
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1841 1.1579 1.0742
R3 1.1445 1.1183 1.0633
R2 1.1049 1.1049 1.0597
R1 1.0787 1.0787 1.0560 1.0720
PP 1.0653 1.0653 1.0653 1.0620
S1 1.0391 1.0391 1.0488 1.0324
S2 1.0257 1.0257 1.0451
S3 0.9861 0.9995 1.0415
S4 0.9465 0.9599 1.0306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0725 1.0520 0.0205 1.9% 0.0125 1.2% 64% False False 45
10 1.1208 1.0520 0.0688 6.5% 0.0110 1.0% 19% False False 38
20 1.1477 1.0520 0.0957 9.0% 0.0077 0.7% 14% False False 22
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1045
2.618 1.0907
1.618 1.0822
1.000 1.0769
0.618 1.0737
HIGH 1.0684
0.618 1.0652
0.500 1.0642
0.382 1.0631
LOW 1.0599
0.618 1.0546
1.000 1.0514
1.618 1.0461
2.618 1.0376
4.250 1.0238
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 1.0648 1.0635
PP 1.0645 1.0618
S1 1.0642 1.0602

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

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