CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 1.0624 1.0680 0.0056 0.5% 1.0879
High 1.0684 1.1040 0.0356 3.3% 1.0916
Low 1.0599 1.0665 0.0066 0.6% 1.0520
Close 1.0651 1.0793 0.0142 1.3% 1.0524
Range 0.0085 0.0375 0.0290 341.2% 0.0396
ATR 0.0098 0.0118 0.0021 21.4% 0.0000
Volume 37 62 25 67.6% 260
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1958 1.1750 1.0999
R3 1.1583 1.1375 1.0896
R2 1.1208 1.1208 1.0862
R1 1.1000 1.1000 1.0827 1.1104
PP 1.0833 1.0833 1.0833 1.0885
S1 1.0625 1.0625 1.0759 1.0729
S2 1.0458 1.0458 1.0724
S3 1.0083 1.0250 1.0690
S4 0.9708 0.9875 1.0587
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 1.1040 1.0520 0.0520 4.8% 0.0173 1.6% 53% True False 51
10 1.1120 1.0520 0.0600 5.6% 0.0138 1.3% 46% False False 43
20 1.1477 1.0520 0.0957 8.9% 0.0094 0.9% 29% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 35 trading days
Fibonacci Retracements and Extensions
4.250 1.2634
2.618 1.2022
1.618 1.1647
1.000 1.1415
0.618 1.1272
HIGH 1.1040
0.618 1.0897
0.500 1.0853
0.382 1.0808
LOW 1.0665
0.618 1.0433
1.000 1.0290
1.618 1.0058
2.618 0.9683
4.250 0.9071
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 1.0853 1.0797
PP 1.0833 1.0795
S1 1.0813 1.0794

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

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