CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 1.2480 1.2326 -0.0154 -1.2% 1.2304
High 1.2501 1.2360 -0.0141 -1.1% 1.2490
Low 1.2362 1.2319 -0.0043 -0.3% 1.2296
Close 1.2362 1.2319 -0.0043 -0.3% 1.2484
Range 0.0139 0.0041 -0.0098 -70.5% 0.0194
ATR 0.0077 0.0074 -0.0002 -3.1% 0.0000
Volume 30 19 -11 -36.7% 14
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2456 1.2428 1.2342
R3 1.2415 1.2387 1.2330
R2 1.2374 1.2374 1.2327
R1 1.2346 1.2346 1.2323 1.2340
PP 1.2333 1.2333 1.2333 1.2329
S1 1.2305 1.2305 1.2315 1.2299
S2 1.2292 1.2292 1.2311
S3 1.2251 1.2264 1.2308
S4 1.2210 1.2223 1.2296
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 1.2564 1.2319 0.0245 2.0% 0.0056 0.5% 0% False True 16
10 1.2564 1.2296 0.0268 2.2% 0.0048 0.4% 9% False False 9
20 1.2584 1.2296 0.0288 2.3% 0.0042 0.3% 8% False False 6
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2534
2.618 1.2467
1.618 1.2426
1.000 1.2401
0.618 1.2385
HIGH 1.2360
0.618 1.2344
0.500 1.2340
0.382 1.2335
LOW 1.2319
0.618 1.2294
1.000 1.2278
1.618 1.2253
2.618 1.2212
4.250 1.2145
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 1.2340 1.2442
PP 1.2333 1.2401
S1 1.2326 1.2360

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

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