CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 1.2312 1.2255 -0.0057 -0.5% 1.2456
High 1.2320 1.2293 -0.0027 -0.2% 1.2564
Low 1.2258 1.2255 -0.0003 0.0% 1.2258
Close 1.2263 1.2258 -0.0005 0.0% 1.2263
Range 0.0062 0.0038 -0.0024 -38.7% 0.0306
ATR 0.0074 0.0071 -0.0003 -3.5% 0.0000
Volume 32 14 -18 -56.3% 114
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2383 1.2358 1.2279
R3 1.2345 1.2320 1.2268
R2 1.2307 1.2307 1.2265
R1 1.2282 1.2282 1.2261 1.2295
PP 1.2269 1.2269 1.2269 1.2275
S1 1.2244 1.2244 1.2255 1.2257
S2 1.2231 1.2231 1.2251
S3 1.2193 1.2206 1.2248
S4 1.2155 1.2168 1.2237
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3280 1.3077 1.2431
R3 1.2974 1.2771 1.2347
R2 1.2668 1.2668 1.2319
R1 1.2465 1.2465 1.2291 1.2414
PP 1.2362 1.2362 1.2362 1.2336
S1 1.2159 1.2159 1.2235 1.2108
S2 1.2056 1.2056 1.2207
S3 1.1750 1.1853 1.2179
S4 1.1444 1.1547 1.2095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2564 1.2255 0.0309 2.5% 0.0066 0.5% 1% False True 21
10 1.2564 1.2255 0.0309 2.5% 0.0050 0.4% 1% False True 13
20 1.2564 1.2255 0.0309 2.5% 0.0042 0.3% 1% False True 7
40 1.2800 1.2255 0.0545 4.4% 0.0043 0.4% 1% False True 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2455
2.618 1.2392
1.618 1.2354
1.000 1.2331
0.618 1.2316
HIGH 1.2293
0.618 1.2278
0.500 1.2274
0.382 1.2270
LOW 1.2255
0.618 1.2232
1.000 1.2217
1.618 1.2194
2.618 1.2156
4.250 1.2094
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 1.2274 1.2308
PP 1.2269 1.2291
S1 1.2263 1.2275

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

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