CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 1.1028 1.0952 -0.0076 -0.7% 1.0888
High 1.1070 1.0952 -0.0118 -1.1% 1.1070
Low 1.0987 1.0875 -0.0112 -1.0% 1.0770
Close 1.1023 1.0875 -0.0148 -1.3% 1.1040
Range 0.0083 0.0077 -0.0006 -7.2% 0.0300
ATR 0.0120 0.0122 0.0002 1.7% 0.0000
Volume 9 29 20 222.2% 177
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1132 1.1080 1.0917
R3 1.1055 1.1003 1.0896
R2 1.0978 1.0978 1.0889
R1 1.0926 1.0926 1.0882 1.0914
PP 1.0901 1.0901 1.0901 1.0894
S1 1.0849 1.0849 1.0868 1.0837
S2 1.0824 1.0824 1.0861
S3 1.0747 1.0772 1.0854
S4 1.0670 1.0695 1.0833
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1860 1.1750 1.1205
R3 1.1560 1.1450 1.1123
R2 1.1260 1.1260 1.1095
R1 1.1150 1.1150 1.1068 1.1205
PP 1.0960 1.0960 1.0960 1.0988
S1 1.0850 1.0850 1.1013 1.0905
S2 1.0660 1.0660 1.0985
S3 1.0360 1.0550 1.0958
S4 1.0060 1.0250 1.0875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1070 1.0790 0.0280 2.6% 0.0083 0.8% 30% False False 35
10 1.1100 1.0770 0.0330 3.0% 0.0092 0.8% 32% False False 26
20 1.1100 1.0520 0.0580 5.3% 0.0130 1.2% 61% False False 36
40 1.1477 1.0520 0.0957 8.8% 0.0093 0.9% 37% False False 27
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1279
2.618 1.1154
1.618 1.1077
1.000 1.1029
0.618 1.1000
HIGH 1.0952
0.618 1.0923
0.500 1.0914
0.382 1.0904
LOW 1.0875
0.618 1.0827
1.000 1.0798
1.618 1.0750
2.618 1.0673
4.250 1.0548
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 1.0914 1.0973
PP 1.0901 1.0940
S1 1.0888 1.0908

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

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