CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 08-Apr-2015

Day Change Summary
	Previous	Current
	07-Apr-2015	08-Apr-2015	Change	Change %	Previous Week
Open	1.0952	1.0865	-0.0087	-0.8%	1.0888
High	1.0952	1.0915	-0.0037	-0.3%	1.1070
Low	1.0875	1.0844	-0.0031	-0.3%	1.0770
Close	1.0875	1.0844	-0.0031	-0.3%	1.1040
Range	0.0077	0.0071	-0.0006	-7.8%	0.0300
ATR	0.0122	0.0118	-0.0004	-3.0%	0.0000
Volume	29	7	-22	-75.9%	177

Daily Pivots for day following 08-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1081	1.1033	1.0883
R3	1.1010	1.0962	1.0864
R2	1.0939	1.0939	1.0857
R1	1.0891	1.0891	1.0851	1.0880
PP	1.0868	1.0868	1.0868	1.0862
S1	1.0820	1.0820	1.0837	1.0809
S2	1.0797	1.0797	1.0831
S3	1.0726	1.0749	1.0824
S4	1.0655	1.0678	1.0805

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1860	1.1750	1.1205
R3	1.1560	1.1450	1.1123
R2	1.1260	1.1260	1.1095
R1	1.1150	1.1150	1.1068	1.1205
PP	1.0960	1.0960	1.0960	1.0988
S1	1.0850	1.0850	1.1013	1.0905
S2	1.0660	1.0660	1.0985
S3	1.0360	1.0550	1.0958
S4	1.0060	1.0250	1.0875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1070	1.0844	0.0226	2.1%	0.0088	0.8%	0%	False	True	19
10	1.1100	1.0770	0.0330	3.0%	0.0091	0.8%	22%	False	False	26
20	1.1100	1.0520	0.0580	5.3%	0.0127	1.2%	56%	False	False	35
40	1.1477	1.0520	0.0957	8.8%	0.0094	0.9%	34%	False	False	27

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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1217
2.618	1.1101
1.618	1.1030
1.000	1.0986
0.618	1.0959
HIGH	1.0915
0.618	1.0888
0.500	1.0880
0.382	1.0871
LOW	1.0844
0.618	1.0800
1.000	1.0773
1.618	1.0729
2.618	1.0658
4.250	1.0542

Fisher Pivots for day following 08-Apr-2015
Pivot	1 day	3 day
R1	1.0880	1.0957
PP	1.0868	1.0919
S1	1.0856	1.0882

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols