CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 13-Apr-2015

Day Change Summary
	Previous	Current
	10-Apr-2015	13-Apr-2015	Change	Change %	Previous Week
Open	1.0723	1.0637	-0.0086	-0.8%	1.1028
High	1.0723	1.0655	-0.0068	-0.6%	1.1070
Low	1.0615	1.0570	-0.0045	-0.4%	1.0615
Close	1.0649	1.0614	-0.0035	-0.3%	1.0649
Range	0.0108	0.0085	-0.0023	-21.3%	0.0455
ATR	0.0120	0.0118	-0.0003	-2.1%	0.0000
Volume	37	43	6	16.2%	95

Daily Pivots for day following 13-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0868	1.0826	1.0661
R3	1.0783	1.0741	1.0637
R2	1.0698	1.0698	1.0630
R1	1.0656	1.0656	1.0622	1.0635
PP	1.0613	1.0613	1.0613	1.0602
S1	1.0571	1.0571	1.0606	1.0550
S2	1.0528	1.0528	1.0598
S3	1.0443	1.0486	1.0591
S4	1.0358	1.0401	1.0567

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2143	1.1851	1.0899
R3	1.1688	1.1396	1.0774
R2	1.1233	1.1233	1.0732
R1	1.0941	1.0941	1.0691	1.0860
PP	1.0778	1.0778	1.0778	1.0737
S1	1.0486	1.0486	1.0607	1.0405
S2	1.0323	1.0323	1.0566
S3	0.9868	1.0031	1.0524
S4	0.9413	0.9576	1.0399

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0952	1.0570	0.0382	3.6%	0.0097	0.9%	12%	False	True	25
10	1.1070	1.0570	0.0500	4.7%	0.0091	0.9%	9%	False	True	30
20	1.1100	1.0570	0.0530	5.0%	0.0124	1.2%	8%	False	True	32
40	1.1477	1.0520	0.0957	9.0%	0.0099	0.9%	10%	False	False	26

Crabel Price Patterns
NR	True
NR4	False
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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1016
2.618	1.0878
1.618	1.0793
1.000	1.0740
0.618	1.0708
HIGH	1.0655
0.618	1.0623
0.500	1.0613
0.382	1.0602
LOW	1.0570
0.618	1.0517
1.000	1.0485
1.618	1.0432
2.618	1.0347
4.250	1.0209

Fisher Pivots for day following 13-Apr-2015
Pivot	1 day	3 day
R1	1.0614	1.0700
PP	1.0613	1.0671
S1	1.0613	1.0643

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