CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 1.1450 1.1439 -0.0011 -0.1% 1.1380
High 1.1464 1.1441 -0.0023 -0.2% 1.1470
Low 1.1367 1.1380 0.0013 0.1% 1.1310
Close 1.1449 1.1417 -0.0032 -0.3% 1.1425
Range 0.0097 0.0061 -0.0036 -37.1% 0.0160
ATR 0.0103 0.0100 -0.0002 -2.4% 0.0000
Volume 58 79 21 36.2% 248
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1596 1.1567 1.1451
R3 1.1535 1.1506 1.1434
R2 1.1474 1.1474 1.1428
R1 1.1445 1.1445 1.1423 1.1429
PP 1.1413 1.1413 1.1413 1.1405
S1 1.1384 1.1384 1.1411 1.1368
S2 1.1352 1.1352 1.1406
S3 1.1291 1.1323 1.1400
S4 1.1230 1.1262 1.1383
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 1.1315 0.0155 1.4% 0.0073 0.6% 66% False False 54
10 1.1520 1.1310 0.0210 1.8% 0.0091 0.8% 51% False False 78
20 1.1649 1.1135 0.0514 4.5% 0.0111 1.0% 55% False False 110
40 1.2320 1.1135 0.1185 10.4% 0.0090 0.8% 24% False False 87
60 1.2584 1.1135 0.1449 12.7% 0.0074 0.6% 19% False False 60
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.1700
2.618 1.1601
1.618 1.1540
1.000 1.1502
0.618 1.1479
HIGH 1.1441
0.618 1.1418
0.500 1.1411
0.382 1.1403
LOW 1.1380
0.618 1.1342
1.000 1.1319
1.618 1.1281
2.618 1.1220
4.250 1.1121
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 1.1415 1.1419
PP 1.1413 1.1418
S1 1.1411 1.1418

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

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