CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 1.2251 1.2215 -0.0036 -0.3% 1.2255
High 1.2251 1.2243 -0.0008 -0.1% 1.2293
Low 1.2214 1.2192 -0.0022 -0.2% 1.2207
Close 1.2214 1.2193 -0.0021 -0.2% 1.2214
Range 0.0037 0.0051 0.0014 37.8% 0.0086
ATR 0.0065 0.0064 -0.0001 -1.5% 0.0000
Volume 14 3 -11 -78.6% 48
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2362 1.2329 1.2221
R3 1.2311 1.2278 1.2207
R2 1.2260 1.2260 1.2202
R1 1.2227 1.2227 1.2198 1.2218
PP 1.2209 1.2209 1.2209 1.2205
S1 1.2176 1.2176 1.2188 1.2167
S2 1.2158 1.2158 1.2184
S3 1.2107 1.2125 1.2179
S4 1.2056 1.2074 1.2165
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2496 1.2441 1.2261
R3 1.2410 1.2355 1.2238
R2 1.2324 1.2324 1.2230
R1 1.2269 1.2269 1.2222 1.2254
PP 1.2238 1.2238 1.2238 1.2230
S1 1.2183 1.2183 1.2206 1.2168
S2 1.2152 1.2152 1.2198
S3 1.2066 1.2097 1.2190
S4 1.1980 1.2011 1.2167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2293 1.2192 0.0101 0.8% 0.0032 0.3% 1% False True 10
10 1.2564 1.2192 0.0372 3.1% 0.0049 0.4% 0% False True 16
20 1.2564 1.2192 0.0372 3.1% 0.0045 0.4% 0% False True 9
40 1.2612 1.2192 0.0420 3.4% 0.0043 0.4% 0% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2460
2.618 1.2377
1.618 1.2326
1.000 1.2294
0.618 1.2275
HIGH 1.2243
0.618 1.2224
0.500 1.2218
0.382 1.2211
LOW 1.2192
0.618 1.2160
1.000 1.2141
1.618 1.2109
2.618 1.2058
4.250 1.1975
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 1.2218 1.2222
PP 1.2209 1.2212
S1 1.2201 1.2203

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

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