CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 1.1350 1.1433 0.0083 0.7% 1.1380
High 1.1449 1.1470 0.0021 0.2% 1.1470
Low 1.1340 1.1420 0.0080 0.7% 1.1310
Close 1.1449 1.1425 -0.0024 -0.2% 1.1425
Range 0.0109 0.0050 -0.0059 -54.1% 0.0160
ATR 0.0107 0.0103 -0.0004 -3.8% 0.0000
Volume 51 29 -22 -43.1% 248
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1588 1.1557 1.1453
R3 1.1538 1.1507 1.1439
R2 1.1488 1.1488 1.1434
R1 1.1457 1.1457 1.1430 1.1448
PP 1.1438 1.1438 1.1438 1.1434
S1 1.1407 1.1407 1.1420 1.1398
S2 1.1388 1.1388 1.1416
S3 1.1338 1.1357 1.1411
S4 1.1288 1.1307 1.1398
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1882 1.1813 1.1513
R3 1.1722 1.1653 1.1469
R2 1.1562 1.1562 1.1454
R1 1.1493 1.1493 1.1440 1.1528
PP 1.1402 1.1402 1.1402 1.1419
S1 1.1333 1.1333 1.1410 1.1368
S2 1.1242 1.1242 1.1396
S3 1.1082 1.1173 1.1381
S4 1.0922 1.1013 1.1337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1470 1.1310 0.0160 1.4% 0.0066 0.6% 72% True False 49
10 1.1560 1.1310 0.0250 2.2% 0.0097 0.9% 46% False False 76
20 1.1677 1.1135 0.0542 4.7% 0.0116 1.0% 54% False False 121
40 1.2501 1.1135 0.1366 12.0% 0.0090 0.8% 21% False False 85
60 1.2610 1.1135 0.1475 12.9% 0.0072 0.6% 20% False False 58
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1683
2.618 1.1601
1.618 1.1551
1.000 1.1520
0.618 1.1501
HIGH 1.1470
0.618 1.1451
0.500 1.1445
0.382 1.1439
LOW 1.1420
0.618 1.1389
1.000 1.1370
1.618 1.1339
2.618 1.1289
4.250 1.1208
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 1.1445 1.1414
PP 1.1438 1.1403
S1 1.1432 1.1393

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

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