CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 10-Apr-2015
Day Change Summary
Previous Current
09-Apr-2015 10-Apr-2015 Change Change % Previous Week
Open 1.0830 1.0723 -0.0107 -1.0% 1.1028
High 1.0830 1.0723 -0.0107 -1.0% 1.1070
Low 1.0684 1.0615 -0.0069 -0.6% 1.0615
Close 1.0684 1.0649 -0.0035 -0.3% 1.0649
Range 0.0146 0.0108 -0.0038 -26.0% 0.0455
ATR 0.0121 0.0120 -0.0001 -0.8% 0.0000
Volume 13 37 24 184.6% 95
Daily Pivots for day following 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.0986 1.0926 1.0708
R3 1.0878 1.0818 1.0679
R2 1.0770 1.0770 1.0669
R1 1.0710 1.0710 1.0659 1.0686
PP 1.0662 1.0662 1.0662 1.0651
S1 1.0602 1.0602 1.0639 1.0578
S2 1.0554 1.0554 1.0629
S3 1.0446 1.0494 1.0619
S4 1.0338 1.0386 1.0590
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.2143 1.1851 1.0899
R3 1.1688 1.1396 1.0774
R2 1.1233 1.1233 1.0732
R1 1.0941 1.0941 1.0691 1.0860
PP 1.0778 1.0778 1.0778 1.0737
S1 1.0486 1.0486 1.0607 1.0405
S2 1.0323 1.0323 1.0566
S3 0.9868 1.0031 1.0524
S4 0.9413 0.9576 1.0399
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1070 1.0615 0.0455 4.3% 0.0097 0.9% 7% False True 19
10 1.1070 1.0615 0.0455 4.3% 0.0086 0.8% 7% False True 27
20 1.1100 1.0553 0.0547 5.1% 0.0124 1.2% 18% False False 31
40 1.1477 1.0520 0.0957 9.0% 0.0097 0.9% 13% False False 28
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1182
2.618 1.1006
1.618 1.0898
1.000 1.0831
0.618 1.0790
HIGH 1.0723
0.618 1.0682
0.500 1.0669
0.382 1.0656
LOW 1.0615
0.618 1.0548
1.000 1.0507
1.618 1.0440
2.618 1.0332
4.250 1.0156
Fisher Pivots for day following 10-Apr-2015
Pivot 1 day 3 day
R1 1.0669 1.0765
PP 1.0662 1.0726
S1 1.0656 1.0688

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

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