CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 1.0938 1.0888 -0.0050 -0.5% 1.0861
High 1.0990 1.0900 -0.0090 -0.8% 1.1100
Low 1.0860 1.0865 0.0005 0.0% 1.0855
Close 1.0953 1.0871 -0.0082 -0.7% 1.0953
Range 0.0130 0.0035 -0.0095 -73.1% 0.0245
ATR 0.0132 0.0129 -0.0003 -2.4% 0.0000
Volume 19 12 -7 -36.8% 137
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.0984 1.0962 1.0890
R3 1.0949 1.0927 1.0881
R2 1.0914 1.0914 1.0877
R1 1.0892 1.0892 1.0874 1.0886
PP 1.0879 1.0879 1.0879 1.0875
S1 1.0857 1.0857 1.0868 1.0851
S2 1.0844 1.0844 1.0865
S3 1.0809 1.0822 1.0861
S4 1.0774 1.0787 1.0852
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1704 1.1574 1.1088
R3 1.1459 1.1329 1.1020
R2 1.1214 1.1214 1.0998
R1 1.1084 1.1084 1.0975 1.1149
PP 1.0969 1.0969 1.0969 1.1002
S1 1.0839 1.0839 1.0931 1.0904
S2 1.0724 1.0724 1.0908
S3 1.0479 1.0594 1.0886
S4 1.0234 1.0349 1.0818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1100 1.0860 0.0240 2.2% 0.0101 0.9% 5% False False 27
10 1.1100 1.0599 0.0501 4.6% 0.0157 1.4% 54% False False 34
20 1.1235 1.0520 0.0715 6.6% 0.0130 1.2% 49% False False 34
40 1.1542 1.0520 0.1022 9.4% 0.0092 0.8% 34% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1049
2.618 1.0992
1.618 1.0957
1.000 1.0935
0.618 1.0922
HIGH 1.0900
0.618 1.0887
0.500 1.0883
0.382 1.0878
LOW 1.0865
0.618 1.0843
1.000 1.0830
1.618 1.0808
2.618 1.0773
4.250 1.0716
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 1.0883 1.0980
PP 1.0879 1.0944
S1 1.0875 1.0907

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

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