CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 1.0715 1.0769 0.0054 0.5% 1.0637
High 1.0803 1.0824 0.0021 0.2% 1.0861
Low 1.0715 1.0760 0.0045 0.4% 1.0570
Close 1.0778 1.0783 0.0005 0.0% 1.0837
Range 0.0088 0.0064 -0.0024 -27.3% 0.0291
ATR 0.0115 0.0111 -0.0004 -3.2% 0.0000
Volume 12 7 -5 -41.7% 319
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.0981 1.0946 1.0818
R3 1.0917 1.0882 1.0801
R2 1.0853 1.0853 1.0795
R1 1.0818 1.0818 1.0789 1.0836
PP 1.0789 1.0789 1.0789 1.0798
S1 1.0754 1.0754 1.0777 1.0772
S2 1.0725 1.0725 1.0771
S3 1.0661 1.0690 1.0765
S4 1.0597 1.0626 1.0748
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 1.0696 0.0165 1.5% 0.0092 0.9% 53% False False 32
10 1.0861 1.0570 0.0291 2.7% 0.0108 1.0% 73% False False 41
20 1.1100 1.0570 0.0530 4.9% 0.0100 0.9% 40% False False 33
40 1.1388 1.0520 0.0868 8.0% 0.0112 1.0% 30% False False 33
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1096
2.618 1.0992
1.618 1.0928
1.000 1.0888
0.618 1.0864
HIGH 1.0824
0.618 1.0800
0.500 1.0792
0.382 1.0784
LOW 1.0760
0.618 1.0720
1.000 1.0696
1.618 1.0656
2.618 1.0592
4.250 1.0488
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 1.0792 1.0781
PP 1.0789 1.0779
S1 1.0786 1.0778

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

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