CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 1.2304 1.2408 0.0104 0.8% 1.2538
High 1.2363 1.2413 0.0050 0.4% 1.2538
Low 1.2296 1.2408 0.0112 0.9% 1.2321
Close 1.2363 1.2413 0.0050 0.4% 1.2324
Range 0.0067 0.0005 -0.0062 -92.5% 0.0217
ATR 0.0074 0.0072 -0.0002 -2.3% 0.0000
Volume 6 3 -3 -50.0% 8
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2426 1.2425 1.2416
R3 1.2421 1.2420 1.2414
R2 1.2416 1.2416 1.2414
R1 1.2415 1.2415 1.2413 1.2416
PP 1.2411 1.2411 1.2411 1.2412
S1 1.2410 1.2410 1.2413 1.2411
S2 1.2406 1.2406 1.2412
S3 1.2401 1.2405 1.2412
S4 1.2396 1.2400 1.2410
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3045 1.2902 1.2443
R3 1.2828 1.2685 1.2384
R2 1.2611 1.2611 1.2364
R1 1.2468 1.2468 1.2344 1.2431
PP 1.2394 1.2394 1.2394 1.2376
S1 1.2251 1.2251 1.2304 1.2214
S2 1.2177 1.2177 1.2284
S3 1.1960 1.2034 1.2264
S4 1.1743 1.1817 1.2205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2500 1.2296 0.0204 1.6% 0.0047 0.4% 57% False False 2
10 1.2549 1.2296 0.0253 2.0% 0.0034 0.3% 46% False False 2
20 1.2610 1.2296 0.0314 2.5% 0.0036 0.3% 37% False False 3
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2434
2.618 1.2426
1.618 1.2421
1.000 1.2418
0.618 1.2416
HIGH 1.2413
0.618 1.2411
0.500 1.2411
0.382 1.2410
LOW 1.2408
0.618 1.2405
1.000 1.2403
1.618 1.2400
2.618 1.2395
4.250 1.2387
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 1.2412 1.2394
PP 1.2411 1.2374
S1 1.2411 1.2355

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

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