CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 1.0865 1.0830 -0.0035 -0.3% 1.0888
High 1.0915 1.0830 -0.0085 -0.8% 1.1070
Low 1.0844 1.0684 -0.0160 -1.5% 1.0770
Close 1.0844 1.0684 -0.0160 -1.5% 1.1040
Range 0.0071 0.0146 0.0075 105.6% 0.0300
ATR 0.0118 0.0121 0.0003 2.5% 0.0000
Volume 7 13 6 85.7% 177
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1171 1.1073 1.0764
R3 1.1025 1.0927 1.0724
R2 1.0879 1.0879 1.0711
R1 1.0781 1.0781 1.0697 1.0757
PP 1.0733 1.0733 1.0733 1.0721
S1 1.0635 1.0635 1.0671 1.0611
S2 1.0587 1.0587 1.0657
S3 1.0441 1.0489 1.0644
S4 1.0295 1.0343 1.0604
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 1.0684 0.0386 3.6% 0.0103 1.0% 0% False True 14
10 1.1070 1.0684 0.0386 3.6% 0.0088 0.8% 0% False True 25
20 1.1100 1.0520 0.0580 5.4% 0.0127 1.2% 28% False False 32
40 1.1477 1.0520 0.0957 9.0% 0.0097 0.9% 17% False False 27
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 0.0013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1451
2.618 1.1212
1.618 1.1066
1.000 1.0976
0.618 1.0920
HIGH 1.0830
0.618 1.0774
0.500 1.0757
0.382 1.0740
LOW 1.0684
0.618 1.0594
1.000 1.0538
1.618 1.0448
2.618 1.0302
4.250 1.0064
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 1.0757 1.0818
PP 1.0733 1.0773
S1 1.0708 1.0729

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

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