CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 1.1388 1.1279 -0.0109 -1.0% 1.1393
High 1.1388 1.1279 -0.0109 -1.0% 1.1417
Low 1.1254 1.1251 -0.0003 0.0% 1.1251
Close 1.1254 1.1251 -0.0003 0.0% 1.1251
Range 0.0134 0.0028 -0.0106 -79.1% 0.0166
ATR 0.0070 0.0067 -0.0003 -4.3% 0.0000
Volume 4 20 16 400.0% 40
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1344 1.1326 1.1266
R3 1.1316 1.1298 1.1259
R2 1.1288 1.1288 1.1256
R1 1.1270 1.1270 1.1254 1.1265
PP 1.1260 1.1260 1.1260 1.1258
S1 1.1242 1.1242 1.1248 1.1237
S2 1.1232 1.1232 1.1246
S3 1.1204 1.1214 1.1243
S4 1.1176 1.1186 1.1236
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1804 1.1694 1.1342
R3 1.1638 1.1528 1.1297
R2 1.1472 1.1472 1.1281
R1 1.1362 1.1362 1.1266 1.1334
PP 1.1306 1.1306 1.1306 1.1293
S1 1.1196 1.1196 1.1236 1.1168
S2 1.1140 1.1140 1.1221
S3 1.0974 1.1030 1.1205
S4 1.0808 1.0864 1.1160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1417 1.1251 0.0166 1.5% 0.0038 0.3% 0% False True 8
10 1.1477 1.1251 0.0226 2.0% 0.0041 0.4% 0% False True 18
20 1.1542 1.1251 0.0291 2.6% 0.0052 0.5% 0% False True 12
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1398
2.618 1.1352
1.618 1.1324
1.000 1.1307
0.618 1.1296
HIGH 1.1279
0.618 1.1268
0.500 1.1265
0.382 1.1262
LOW 1.1251
0.618 1.1234
1.000 1.1223
1.618 1.1206
2.618 1.1178
4.250 1.1132
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 1.1265 1.1334
PP 1.1260 1.1306
S1 1.1256 1.1279

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

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