CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 1.2538 1.2409 -0.0129 -1.0% 1.2469
High 1.2538 1.2415 -0.0123 -1.0% 1.2549
Low 1.2493 1.2409 -0.0084 -0.7% 1.2447
Close 1.2512 1.2415 -0.0097 -0.8% 1.2469
Range 0.0045 0.0006 -0.0039 -86.7% 0.0102
ATR 0.0065 0.0068 0.0003 4.1% 0.0000
Volume 1 2 1 100.0% 6
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2431 1.2429 1.2418
R3 1.2425 1.2423 1.2417
R2 1.2419 1.2419 1.2416
R1 1.2417 1.2417 1.2416 1.2418
PP 1.2413 1.2413 1.2413 1.2414
S1 1.2411 1.2411 1.2414 1.2412
S2 1.2407 1.2407 1.2414
S3 1.2401 1.2405 1.2413
S4 1.2395 1.2399 1.2412
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 1.2409 0.0140 1.1% 0.0022 0.2% 4% False True 1
10 1.2610 1.2409 0.0201 1.6% 0.0024 0.2% 3% False True 2
20 1.2612 1.2409 0.0203 1.6% 0.0043 0.3% 3% False True 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2441
2.618 1.2431
1.618 1.2425
1.000 1.2421
0.618 1.2419
HIGH 1.2415
0.618 1.2413
0.500 1.2412
0.382 1.2411
LOW 1.2409
0.618 1.2405
1.000 1.2403
1.618 1.2399
2.618 1.2393
4.250 1.2384
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 1.2414 1.2474
PP 1.2413 1.2454
S1 1.2412 1.2435

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

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