CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 1.0833 1.0875 0.0042 0.4% 1.0861
High 1.0836 1.0942 0.0106 1.0% 1.1100
Low 1.0790 1.0875 0.0085 0.8% 1.0855
Close 1.0811 1.0942 0.0131 1.2% 1.0953
Range 0.0046 0.0067 0.0021 45.7% 0.0245
ATR 0.0121 0.0122 0.0001 0.6% 0.0000
Volume 91 37 -54 -59.3% 137
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1121 1.1098 1.0979
R3 1.1054 1.1031 1.0960
R2 1.0987 1.0987 1.0954
R1 1.0964 1.0964 1.0948 1.0976
PP 1.0920 1.0920 1.0920 1.0925
S1 1.0897 1.0897 1.0936 1.0909
S2 1.0853 1.0853 1.0930
S3 1.0786 1.0830 1.0924
S4 1.0719 1.0763 1.0905
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1704 1.1574 1.1088
R3 1.1459 1.1329 1.1020
R2 1.1214 1.1214 1.0998
R1 1.1084 1.1084 1.0975 1.1149
PP 1.0969 1.0969 1.0969 1.1002
S1 1.0839 1.0839 1.0931 1.0904
S2 1.0724 1.0724 1.0908
S3 1.0479 1.0594 1.0886
S4 1.0234 1.0349 1.0818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0990 1.0770 0.0220 2.0% 0.0073 0.7% 78% False False 36
10 1.1100 1.0714 0.0386 3.5% 0.0103 0.9% 59% False False 33
20 1.1101 1.0520 0.0581 5.3% 0.0131 1.2% 73% False False 39
40 1.1535 1.0520 0.1015 9.3% 0.0091 0.8% 42% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1227
2.618 1.1117
1.618 1.1050
1.000 1.1009
0.618 1.0983
HIGH 1.0942
0.618 1.0916
0.500 1.0909
0.382 1.0901
LOW 1.0875
0.618 1.0834
1.000 1.0808
1.618 1.0767
2.618 1.0700
4.250 1.0590
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 1.0931 1.0913
PP 1.0920 1.0885
S1 1.0909 1.0856

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

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