CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 20-Nov-2014
Day Change Summary
Previous Current
19-Nov-2014 20-Nov-2014 Change Change % Previous Week
Open 1.2590 1.2584 -0.0006 0.0% 1.2510
High 1.2610 1.2584 -0.0026 -0.2% 1.2575
Low 1.2579 1.2584 0.0005 0.0% 1.2458
Close 1.2579 1.2584 0.0005 0.0% 1.2561
Range 0.0031 0.0000 -0.0031 -100.0% 0.0117
ATR 0.0064 0.0060 -0.0004 -6.6% 0.0000
Volume 1 6 5 500.0% 20
Daily Pivots for day following 20-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2584 1.2584 1.2584
R3 1.2584 1.2584 1.2584
R2 1.2584 1.2584 1.2584
R1 1.2584 1.2584 1.2584 1.2584
PP 1.2584 1.2584 1.2584 1.2584
S1 1.2584 1.2584 1.2584 1.2584
S2 1.2584 1.2584 1.2584
S3 1.2584 1.2584 1.2584
S4 1.2584 1.2584 1.2584
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2882 1.2839 1.2625
R3 1.2765 1.2722 1.2593
R2 1.2648 1.2648 1.2582
R1 1.2605 1.2605 1.2572 1.2627
PP 1.2531 1.2531 1.2531 1.2542
S1 1.2488 1.2488 1.2550 1.2510
S2 1.2414 1.2414 1.2540
S3 1.2297 1.2371 1.2529
S4 1.2180 1.2254 1.2497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2610 1.2486 0.0124 1.0% 0.0036 0.3% 79% False False 4
10 1.2610 1.2421 0.0189 1.5% 0.0041 0.3% 86% False False 5
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 0.0008
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2584
2.618 1.2584
1.618 1.2584
1.000 1.2584
0.618 1.2584
HIGH 1.2584
0.618 1.2584
0.500 1.2584
0.382 1.2584
LOW 1.2584
0.618 1.2584
1.000 1.2584
1.618 1.2584
2.618 1.2584
4.250 1.2584
Fisher Pivots for day following 20-Nov-2014
Pivot 1 day 3 day
R1 1.2584 1.2590
PP 1.2584 1.2588
S1 1.2584 1.2586

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

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