CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 1.2469 1.2538 0.0069 0.6% 1.2469
High 1.2469 1.2538 0.0069 0.6% 1.2549
Low 1.2469 1.2493 0.0024 0.2% 1.2447
Close 1.2469 1.2512 0.0043 0.3% 1.2469
Range 0.0000 0.0045 0.0045 0.0102
ATR 0.0065 0.0065 0.0000 0.4% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2649 1.2626 1.2537
R3 1.2604 1.2581 1.2524
R2 1.2559 1.2559 1.2520
R1 1.2536 1.2536 1.2516 1.2525
PP 1.2514 1.2514 1.2514 1.2509
S1 1.2491 1.2491 1.2508 1.2480
S2 1.2469 1.2469 1.2504
S3 1.2424 1.2446 1.2500
S4 1.2379 1.2401 1.2487
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2794 1.2734 1.2525
R3 1.2692 1.2632 1.2497
R2 1.2590 1.2590 1.2488
R1 1.2530 1.2530 1.2478 1.2520
PP 1.2488 1.2488 1.2488 1.2484
S1 1.2428 1.2428 1.2460 1.2418
S2 1.2386 1.2386 1.2450
S3 1.2284 1.2326 1.2441
S4 1.2182 1.2224 1.2413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2549 1.2447 0.0102 0.8% 0.0021 0.2% 64% False False 1
10 1.2610 1.2422 0.0188 1.5% 0.0032 0.3% 48% False False 3
20 1.2612 1.2420 0.0192 1.5% 0.0042 0.3% 48% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2729
2.618 1.2656
1.618 1.2611
1.000 1.2583
0.618 1.2566
HIGH 1.2538
0.618 1.2521
0.500 1.2516
0.382 1.2510
LOW 1.2493
0.618 1.2465
1.000 1.2448
1.618 1.2420
2.618 1.2375
4.250 1.2302
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 1.2516 1.2511
PP 1.2514 1.2510
S1 1.2513 1.2509

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

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