CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 1.2962 1.2977 0.0015 0.1% 1.2990
High 1.3010 1.2977 -0.0033 -0.3% 1.3010
Low 1.2951 1.2960 0.0009 0.1% 1.2906
Close 1.2984 1.2971 -0.0013 -0.1% 1.2984
Range 0.0059 0.0017 -0.0042 -71.2% 0.0104
ATR 0.0049 0.0047 -0.0002 -3.6% 0.0000
Volume 16 28 12 75.0% 79
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3020 1.3013 1.2980
R3 1.3003 1.2996 1.2976
R2 1.2986 1.2986 1.2974
R1 1.2979 1.2979 1.2973 1.2974
PP 1.2969 1.2969 1.2969 1.2967
S1 1.2962 1.2962 1.2969 1.2957
S2 1.2952 1.2952 1.2968
S3 1.2935 1.2945 1.2966
S4 1.2918 1.2928 1.2962
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3279 1.3235 1.3041
R3 1.3175 1.3131 1.3013
R2 1.3071 1.3071 1.3003
R1 1.3027 1.3027 1.2994 1.2997
PP 1.2967 1.2967 1.2967 1.2952
S1 1.2923 1.2923 1.2974 1.2893
S2 1.2863 1.2863 1.2965
S3 1.2759 1.2819 1.2955
S4 1.2655 1.2715 1.2927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3010 1.2906 0.0104 0.8% 0.0050 0.4% 63% False False 18
10 1.3189 1.2906 0.0283 2.2% 0.0057 0.4% 23% False False 13
20 1.3386 1.2906 0.0480 3.7% 0.0040 0.3% 14% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3049
2.618 1.3022
1.618 1.3005
1.000 1.2994
0.618 1.2988
HIGH 1.2977
0.618 1.2971
0.500 1.2969
0.382 1.2966
LOW 1.2960
0.618 1.2949
1.000 1.2943
1.618 1.2932
2.618 1.2915
4.250 1.2888
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 1.2970 1.2981
PP 1.2969 1.2977
S1 1.2969 1.2974

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

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