CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 1.0714 1.0861 0.0147 1.4% 1.0553
High 1.0900 1.0999 0.0099 0.9% 1.1040
Low 1.0714 1.0855 0.0141 1.3% 1.0553
Close 1.0861 1.0993 0.0132 1.2% 1.0861
Range 0.0186 0.0144 -0.0042 -22.6% 0.0487
ATR 0.0135 0.0136 0.0001 0.5% 0.0000
Volume 30 14 -16 -53.3% 223
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1381 1.1331 1.1072
R3 1.1237 1.1187 1.1033
R2 1.1093 1.1093 1.1019
R1 1.1043 1.1043 1.1006 1.1068
PP 1.0949 1.0949 1.0949 1.0962
S1 1.0899 1.0899 1.0980 1.0924
S2 1.0805 1.0805 1.0967
S3 1.0661 1.0755 1.0953
S4 1.0517 1.0611 1.0914
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.2279 1.2057 1.1129
R3 1.1792 1.1570 1.0995
R2 1.1305 1.1305 1.0950
R1 1.1083 1.1083 1.0906 1.1194
PP 1.0818 1.0818 1.0818 1.0874
S1 1.0596 1.0596 1.0816 1.0707
S2 1.0331 1.0331 1.0772
S3 0.9844 1.0109 1.0727
S4 0.9357 0.9622 1.0593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0599 0.0441 4.0% 0.0213 1.9% 89% False False 42
10 1.1040 1.0520 0.0520 4.7% 0.0167 1.5% 91% False False 42
20 1.1417 1.0520 0.0897 8.2% 0.0117 1.1% 53% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1611
2.618 1.1376
1.618 1.1232
1.000 1.1143
0.618 1.1088
HIGH 1.0999
0.618 1.0944
0.500 1.0927
0.382 1.0910
LOW 1.0855
0.618 1.0766
1.000 1.0711
1.618 1.0622
2.618 1.0478
4.250 1.0243
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 1.0971 1.0940
PP 1.0949 1.0887
S1 1.0927 1.0835

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

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