CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 1.1101 1.0879 -0.0222 -2.0% 1.1226
High 1.1101 1.0916 -0.0185 -1.7% 1.1280
Low 1.0900 1.0873 -0.0027 -0.2% 1.0900
Close 1.0915 1.0916 0.0001 0.0% 1.0915
Range 0.0201 0.0043 -0.0158 -78.6% 0.0380
ATR 0.0077 0.0075 -0.0002 -3.2% 0.0000
Volume 6 77 71 1,183.3% 67
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1031 1.1016 1.0940
R3 1.0988 1.0973 1.0928
R2 1.0945 1.0945 1.0924
R1 1.0930 1.0930 1.0920 1.0938
PP 1.0902 1.0902 1.0902 1.0905
S1 1.0887 1.0887 1.0912 1.0895
S2 1.0859 1.0859 1.0908
S3 1.0816 1.0844 1.0904
S4 1.0773 1.0801 1.0892
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.2172 1.1923 1.1124
R3 1.1792 1.1543 1.1020
R2 1.1412 1.1412 1.0985
R1 1.1163 1.1163 1.0950 1.1098
PP 1.1032 1.1032 1.1032 1.0999
S1 1.0783 1.0783 1.0880 1.0718
S2 1.0652 1.0652 1.0845
S3 1.0272 1.0403 1.0811
S4 0.9892 1.0023 1.0706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1235 1.0873 0.0362 3.3% 0.0083 0.8% 12% False True 28
10 1.1417 1.0873 0.0544 5.0% 0.0067 0.6% 8% False True 18
20 1.1477 1.0873 0.0604 5.5% 0.0055 0.5% 7% False True 17
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1099
2.618 1.1029
1.618 1.0986
1.000 1.0959
0.618 1.0943
HIGH 1.0916
0.618 1.0900
0.500 1.0895
0.382 1.0889
LOW 1.0873
0.618 1.0846
1.000 1.0830
1.618 1.0803
2.618 1.0760
4.250 1.0690
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 1.0909 1.0997
PP 1.0902 1.0970
S1 1.0895 1.0943

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

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