CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 1.2485 1.2475 -0.0010 -0.1% 1.2304
High 1.2485 1.2490 0.0005 0.0% 1.2490
Low 1.2418 1.2475 0.0057 0.5% 1.2296
Close 1.2418 1.2484 0.0066 0.5% 1.2484
Range 0.0067 0.0015 -0.0052 -77.6% 0.0194
ATR 0.0071 0.0071 0.0000 0.1% 0.0000
Volume 2 2 0 0.0% 14
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2528 1.2521 1.2492
R3 1.2513 1.2506 1.2488
R2 1.2498 1.2498 1.2487
R1 1.2491 1.2491 1.2485 1.2495
PP 1.2483 1.2483 1.2483 1.2485
S1 1.2476 1.2476 1.2483 1.2480
S2 1.2468 1.2468 1.2481
S3 1.2453 1.2461 1.2480
S4 1.2438 1.2446 1.2476
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3005 1.2939 1.2591
R3 1.2811 1.2745 1.2537
R2 1.2617 1.2617 1.2520
R1 1.2551 1.2551 1.2502 1.2584
PP 1.2423 1.2423 1.2423 1.2440
S1 1.2357 1.2357 1.2466 1.2390
S2 1.2229 1.2229 1.2448
S3 1.2035 1.2163 1.2431
S4 1.1841 1.1969 1.2377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2490 1.2296 0.0194 1.6% 0.0040 0.3% 97% True False 2
10 1.2538 1.2296 0.0242 1.9% 0.0041 0.3% 78% False False 2
20 1.2610 1.2296 0.0314 2.5% 0.0037 0.3% 60% False False 2
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 1.2554
2.618 1.2529
1.618 1.2514
1.000 1.2505
0.618 1.2499
HIGH 1.2490
0.618 1.2484
0.500 1.2483
0.382 1.2481
LOW 1.2475
0.618 1.2466
1.000 1.2460
1.618 1.2451
2.618 1.2436
4.250 1.2411
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 1.2484 1.2474
PP 1.2483 1.2464
S1 1.2483 1.2454

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

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