CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 1.1580 1.1385 -0.0195 -1.7% 1.1603
High 1.1580 1.1407 -0.0173 -1.5% 1.1672
Low 1.1385 1.1149 -0.0236 -2.1% 1.1149
Close 1.1413 1.1280 -0.0133 -1.2% 1.1280
Range 0.0195 0.0258 0.0063 32.3% 0.0523
ATR 0.0098 0.0110 0.0012 12.1% 0.0000
Volume 26 123 97 373.1% 567
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2053 1.1924 1.1422
R3 1.1795 1.1666 1.1351
R2 1.1537 1.1537 1.1327
R1 1.1408 1.1408 1.1304 1.1344
PP 1.1279 1.1279 1.1279 1.1246
S1 1.1150 1.1150 1.1256 1.1086
S2 1.1021 1.1021 1.1233
S3 1.0763 1.0892 1.1209
S4 1.0505 1.0634 1.1138
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2936 1.2631 1.1568
R3 1.2413 1.2108 1.1424
R2 1.1890 1.1890 1.1376
R1 1.1585 1.1585 1.1328 1.1476
PP 1.1367 1.1367 1.1367 1.1313
S1 1.1062 1.1062 1.1232 1.0953
S2 1.0844 1.0844 1.1184
S3 1.0321 1.0539 1.1136
S4 0.9798 1.0016 1.0992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1677 1.1149 0.0528 4.7% 0.0154 1.4% 25% False True 145
10 1.1900 1.1149 0.0751 6.7% 0.0121 1.1% 17% False True 114
20 1.2251 1.1149 0.1102 9.8% 0.0089 0.8% 12% False True 79
40 1.2564 1.1149 0.1415 12.5% 0.0065 0.6% 9% False True 43
60 1.2800 1.1149 0.1651 14.6% 0.0058 0.5% 8% False True 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 1.2504
2.618 1.2082
1.618 1.1824
1.000 1.1665
0.618 1.1566
HIGH 1.1407
0.618 1.1308
0.500 1.1278
0.382 1.1248
LOW 1.1149
0.618 1.0990
1.000 1.0891
1.618 1.0732
2.618 1.0474
4.250 1.0053
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 1.1279 1.1399
PP 1.1279 1.1359
S1 1.1278 1.1320

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

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