CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 1.0780 1.0840 0.0060 0.6% 1.0637
High 1.0850 1.0840 -0.0010 -0.1% 1.0861
Low 1.0780 1.0766 -0.0014 -0.1% 1.0570
Close 1.0837 1.0780 -0.0057 -0.5% 1.0837
Range 0.0070 0.0074 0.0004 5.7% 0.0291
ATR 0.0120 0.0117 -0.0003 -2.7% 0.0000
Volume 89 25 -64 -71.9% 319
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1017 1.0973 1.0821
R3 1.0943 1.0899 1.0800
R2 1.0869 1.0869 1.0794
R1 1.0825 1.0825 1.0787 1.0810
PP 1.0795 1.0795 1.0795 1.0788
S1 1.0751 1.0751 1.0773 1.0736
S2 1.0721 1.0721 1.0766
S3 1.0647 1.0677 1.0760
S4 1.0573 1.0603 1.0739
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1629 1.1524 1.0997
R3 1.1338 1.1233 1.0917
R2 1.1047 1.1047 1.0890
R1 1.0942 1.0942 1.0864 1.0995
PP 1.0756 1.0756 1.0756 1.0782
S1 1.0651 1.0651 1.0810 1.0704
S2 1.0465 1.0465 1.0784
S3 1.0174 1.0360 1.0757
S4 0.9883 1.0069 1.0677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0861 1.0580 0.0281 2.6% 0.0117 1.1% 71% False False 60
10 1.0952 1.0570 0.0382 3.5% 0.0107 1.0% 55% False False 43
20 1.1100 1.0570 0.0530 4.9% 0.0100 0.9% 40% False False 36
40 1.1417 1.0520 0.0897 8.3% 0.0108 1.0% 29% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1155
2.618 1.1034
1.618 1.0960
1.000 1.0914
0.618 1.0886
HIGH 1.0840
0.618 1.0812
0.500 1.0803
0.382 1.0794
LOW 1.0766
0.618 1.0720
1.000 1.0692
1.618 1.0646
2.618 1.0572
4.250 1.0452
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 1.0803 1.0780
PP 1.0795 1.0779
S1 1.0788 1.0779

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

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