CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 1.1194 1.1188 -0.0006 -0.1% 1.1227
High 1.1210 1.1316 0.0106 0.9% 1.1425
Low 1.1178 1.1182 0.0004 0.0% 1.1110
Close 1.1195 1.1259 0.0064 0.6% 1.1244
Range 0.0032 0.0134 0.0102 318.8% 0.0315
ATR 0.0114 0.0116 0.0001 1.2% 0.0000
Volume 118 32 -86 -72.9% 709
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 1.1654 1.1591 1.1333
R3 1.1520 1.1457 1.1296
R2 1.1386 1.1386 1.1284
R1 1.1323 1.1323 1.1271 1.1355
PP 1.1252 1.1252 1.1252 1.1268
S1 1.1189 1.1189 1.1247 1.1221
S2 1.1118 1.1118 1.1234
S3 1.0984 1.1055 1.1222
S4 1.0850 1.0921 1.1185
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 1.2205 1.2039 1.1417
R3 1.1890 1.1724 1.1331
R2 1.1575 1.1575 1.1302
R1 1.1409 1.1409 1.1273 1.1492
PP 1.1260 1.1260 1.1260 1.1301
S1 1.1094 1.1094 1.1215 1.1177
S2 1.0945 1.0945 1.1186
S3 1.0630 1.0779 1.1157
S4 1.0315 1.0464 1.1071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1425 1.1178 0.0247 2.2% 0.0108 1.0% 33% False False 159
10 1.1425 1.1031 0.0394 3.5% 0.0119 1.1% 58% False False 128
20 1.1425 1.0618 0.0807 7.2% 0.0110 1.0% 79% False False 93
40 1.1425 1.0570 0.0855 7.6% 0.0119 1.1% 81% False False 62
60 1.1477 1.0520 0.0957 8.5% 0.0105 0.9% 77% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1886
2.618 1.1667
1.618 1.1533
1.000 1.1450
0.618 1.1399
HIGH 1.1316
0.618 1.1265
0.500 1.1249
0.382 1.1233
LOW 1.1182
0.618 1.1099
1.000 1.1048
1.618 1.0965
2.618 1.0831
4.250 1.0613
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 1.1256 1.1255
PP 1.1252 1.1251
S1 1.1249 1.1247

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

View Archives - Comment on this page... - Back to Index of Symbols