CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 1.1188 1.1268 0.0080 0.7% 1.1227
High 1.1316 1.1419 0.0103 0.9% 1.1425
Low 1.1182 1.1267 0.0085 0.8% 1.1110
Close 1.1259 1.1398 0.0139 1.2% 1.1244
Range 0.0134 0.0152 0.0018 13.4% 0.0315
ATR 0.0116 0.0119 0.0003 2.7% 0.0000
Volume 32 122 90 281.3% 709
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 1.1817 1.1760 1.1482
R3 1.1665 1.1608 1.1440
R2 1.1513 1.1513 1.1426
R1 1.1456 1.1456 1.1412 1.1485
PP 1.1361 1.1361 1.1361 1.1376
S1 1.1304 1.1304 1.1384 1.1333
S2 1.1209 1.1209 1.1370
S3 1.1057 1.1152 1.1356
S4 1.0905 1.1000 1.1314
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% 0.0107 0.9% 89% False False 163
10 1.1425 1.1110 0.0315 2.8% 0.0116 1.0% 91% False False 124
20 1.1425 1.0696 0.0729 6.4% 0.0112 1.0% 96% False False 92
40 1.1425 1.0570 0.0855 7.5% 0.0113 1.0% 97% False False 64
60 1.1477 1.0520 0.0957 8.4% 0.0107 0.9% 92% False False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2065
2.618 1.1817
1.618 1.1665
1.000 1.1571
0.618 1.1513
HIGH 1.1419
0.618 1.1361
0.500 1.1343
0.382 1.1325
LOW 1.1267
0.618 1.1173
1.000 1.1115
1.618 1.1021
2.618 1.0869
4.250 1.0621
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 1.1380 1.1365
PP 1.1361 1.1332
S1 1.1343 1.1299

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

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