CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 1.1031 1.1115 0.0084 0.8% 1.0840
High 1.1216 1.1300 0.0084 0.7% 1.0934
Low 1.1031 1.1115 0.0084 0.8% 1.0711
Close 1.1153 1.1300 0.0147 1.3% 1.0910
Range 0.0185 0.0185 0.0000 0.0% 0.0223
ATR 0.0116 0.0121 0.0005 4.3% 0.0000
Volume 163 129 -34 -20.9% 97
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1793 1.1732 1.1402
R3 1.1608 1.1547 1.1351
R2 1.1423 1.1423 1.1334
R1 1.1362 1.1362 1.1317 1.1393
PP 1.1238 1.1238 1.1238 1.1254
S1 1.1177 1.1177 1.1283 1.1208
S2 1.1053 1.1053 1.1266
S3 1.0868 1.0992 1.1249
S4 1.0683 1.0807 1.1198
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1521 1.1438 1.1033
R3 1.1298 1.1215 1.0971
R2 1.1075 1.1075 1.0951
R1 1.0992 1.0992 1.0930 1.1034
PP 1.0852 1.0852 1.0852 1.0872
S1 1.0769 1.0769 1.0890 1.0811
S2 1.0629 1.0629 1.0869
S3 1.0406 1.0546 1.0849
S4 1.0183 1.0323 1.0787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1300 1.0857 0.0443 3.9% 0.0128 1.1% 100% True False 111
10 1.1300 1.0711 0.0589 5.2% 0.0109 1.0% 100% True False 70
20 1.1300 1.0570 0.0730 6.5% 0.0112 1.0% 100% True False 52
40 1.1300 1.0520 0.0780 6.9% 0.0122 1.1% 100% True False 45
60 1.1535 1.0520 0.1015 9.0% 0.0098 0.9% 77% False False 35
Crabel Price Patterns
NR False
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 0.0007
Fibonacci Retracements and Extensions
4.250 1.2086
2.618 1.1784
1.618 1.1599
1.000 1.1485
0.618 1.1414
HIGH 1.1300
0.618 1.1229
0.500 1.1208
0.382 1.1186
LOW 1.1115
0.618 1.1001
1.000 1.0930
1.618 1.0816
2.618 1.0631
4.250 1.0329
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 1.1269 1.1237
PP 1.1238 1.1173
S1 1.1208 1.1110

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

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