CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 1.1474 1.1467 -0.0007 -0.1% 1.1398
High 1.1474 1.1477 0.0003 0.0% 1.1476
Low 1.1452 1.1467 0.0015 0.1% 1.1330
Close 1.1452 1.1477 0.0025 0.2% 1.1452
Range 0.0022 0.0010 -0.0012 -54.5% 0.0146
ATR 0.0000 0.0069 0.0069 0.0000
Volume 125 6 -119 -95.2% 145
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1504 1.1500 1.1483
R3 1.1494 1.1490 1.1480
R2 1.1484 1.1484 1.1479
R1 1.1480 1.1480 1.1478 1.1482
PP 1.1474 1.1474 1.1474 1.1475
S1 1.1470 1.1470 1.1476 1.1472
S2 1.1464 1.1464 1.1475
S3 1.1454 1.1460 1.1474
S4 1.1444 1.1450 1.1472
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1857 1.1801 1.1532
R3 1.1711 1.1655 1.1492
R2 1.1565 1.1565 1.1479
R1 1.1509 1.1509 1.1465 1.1537
PP 1.1419 1.1419 1.1419 1.1434
S1 1.1363 1.1363 1.1439 1.1391
S2 1.1273 1.1273 1.1425
S3 1.1127 1.1217 1.1412
S4 1.0981 1.1071 1.1372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1477 1.1330 0.0147 1.3% 0.0040 0.3% 100% True False 29
10 1.1542 1.1330 0.0212 1.8% 0.0058 0.5% 69% False False 19
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 0.0004
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1520
2.618 1.1503
1.618 1.1493
1.000 1.1487
0.618 1.1483
HIGH 1.1477
0.618 1.1473
0.500 1.1472
0.382 1.1471
LOW 1.1467
0.618 1.1461
1.000 1.1457
1.618 1.1451
2.618 1.1441
4.250 1.1425
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 1.1475 1.1461
PP 1.1474 1.1444
S1 1.1472 1.1428

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

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