CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 1.2000 1.1902 -0.0098 -0.8% 1.2215
High 1.2000 1.1918 -0.0082 -0.7% 1.2243
Low 1.1924 1.1843 -0.0081 -0.7% 1.2042
Close 1.1950 1.1886 -0.0064 -0.5% 1.2042
Range 0.0076 0.0075 -0.0001 -1.3% 0.0201
ATR 0.0069 0.0071 0.0003 4.0% 0.0000
Volume 109 100 -9 -8.3% 117
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2107 1.2072 1.1927
R3 1.2032 1.1997 1.1907
R2 1.1957 1.1957 1.1900
R1 1.1922 1.1922 1.1893 1.1902
PP 1.1882 1.1882 1.1882 1.1873
S1 1.1847 1.1847 1.1879 1.1827
S2 1.1807 1.1807 1.1872
S3 1.1732 1.1772 1.1865
S4 1.1657 1.1697 1.1845
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2712 1.2578 1.2153
R3 1.2511 1.2377 1.2097
R2 1.2310 1.2310 1.2079
R1 1.2176 1.2176 1.2060 1.2143
PP 1.2109 1.2109 1.2109 1.2092
S1 1.1975 1.1975 1.2024 1.1942
S2 1.1908 1.1908 1.2005
S3 1.1707 1.1774 1.1987
S4 1.1506 1.1573 1.1931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2184 1.1843 0.0341 2.9% 0.0067 0.6% 13% False True 66
10 1.2251 1.1843 0.0408 3.4% 0.0050 0.4% 11% False True 41
20 1.2564 1.1843 0.0721 6.1% 0.0050 0.4% 6% False True 27
40 1.2610 1.1843 0.0767 6.5% 0.0044 0.4% 6% False True 15
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2237
2.618 1.2114
1.618 1.2039
1.000 1.1993
0.618 1.1964
HIGH 1.1918
0.618 1.1889
0.500 1.1881
0.382 1.1872
LOW 1.1843
0.618 1.1797
1.000 1.1768
1.618 1.1722
2.618 1.1647
4.250 1.1524
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 1.1884 1.1923
PP 1.1882 1.1911
S1 1.1881 1.1898

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

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