CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 1.1900 1.1850 -0.0050 -0.4% 1.1960
High 1.1900 1.1850 -0.0050 -0.4% 1.2003
Low 1.1820 1.1794 -0.0026 -0.2% 1.1800
Close 1.1874 1.1798 -0.0076 -0.6% 1.1876
Range 0.0080 0.0056 -0.0024 -30.0% 0.0203
ATR 0.0072 0.0072 0.0001 0.8% 0.0000
Volume 158 24 -134 -84.8% 426
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.1982 1.1946 1.1829
R3 1.1926 1.1890 1.1813
R2 1.1870 1.1870 1.1808
R1 1.1834 1.1834 1.1803 1.1824
PP 1.1814 1.1814 1.1814 1.1809
S1 1.1778 1.1778 1.1793 1.1768
S2 1.1758 1.1758 1.1788
S3 1.1702 1.1722 1.1783
S4 1.1646 1.1666 1.1767
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2502 1.2392 1.1988
R3 1.2299 1.2189 1.1932
R2 1.2096 1.2096 1.1913
R1 1.1986 1.1986 1.1895 1.1940
PP 1.1893 1.1893 1.1893 1.1870
S1 1.1783 1.1783 1.1857 1.1737
S2 1.1690 1.1690 1.1839
S3 1.1487 1.1580 1.1820
S4 1.1284 1.1377 1.1764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1918 1.1794 0.0124 1.1% 0.0069 0.6% 3% False True 89
10 1.2217 1.1794 0.0423 3.6% 0.0065 0.5% 1% False True 72
20 1.2564 1.1794 0.0770 6.5% 0.0057 0.5% 1% False True 44
40 1.2610 1.1794 0.0816 6.9% 0.0047 0.4% 0% False True 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2088
2.618 1.1997
1.618 1.1941
1.000 1.1906
0.618 1.1885
HIGH 1.1850
0.618 1.1829
0.500 1.1822
0.382 1.1815
LOW 1.1794
0.618 1.1759
1.000 1.1738
1.618 1.1703
2.618 1.1647
4.250 1.1556
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 1.1822 1.1847
PP 1.1814 1.1831
S1 1.1806 1.1814

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

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