CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 1.2409 1.2346 -0.0063 -0.5% 1.2469
High 1.2415 1.2346 -0.0069 -0.6% 1.2549
Low 1.2409 1.2346 -0.0063 -0.5% 1.2447
Close 1.2415 1.2346 -0.0069 -0.6% 1.2469
Range 0.0006 0.0000 -0.0006 -100.0% 0.0102
ATR 0.0068 0.0068 0.0000 0.1% 0.0000
Volume 2 1 -1 -50.0% 6
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2346 1.2346 1.2346
R3 1.2346 1.2346 1.2346
R2 1.2346 1.2346 1.2346
R1 1.2346 1.2346 1.2346 1.2346
PP 1.2346 1.2346 1.2346 1.2346
S1 1.2346 1.2346 1.2346 1.2346
S2 1.2346 1.2346 1.2346
S3 1.2346 1.2346 1.2346
S4 1.2346 1.2346 1.2346
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 1.2346 0.0203 1.6% 0.0010 0.1% 0% False True 1
10 1.2610 1.2346 0.0264 2.1% 0.0024 0.2% 0% False True 2
20 1.2612 1.2346 0.0266 2.2% 0.0040 0.3% 0% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2346
2.618 1.2346
1.618 1.2346
1.000 1.2346
0.618 1.2346
HIGH 1.2346
0.618 1.2346
0.500 1.2346
0.382 1.2346
LOW 1.2346
0.618 1.2346
1.000 1.2346
1.618 1.2346
2.618 1.2346
4.250 1.2346
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 1.2346 1.2442
PP 1.2346 1.2410
S1 1.2346 1.2378

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

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