CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 14-Apr-2015
Day Change Summary
Previous Current
13-Apr-2015 14-Apr-2015 Change Change % Previous Week
Open 1.0637 1.0616 -0.0021 -0.2% 1.1028
High 1.0655 1.0734 0.0079 0.7% 1.1070
Low 1.0570 1.0580 0.0010 0.1% 1.0615
Close 1.0614 1.0704 0.0090 0.8% 1.0649
Range 0.0085 0.0154 0.0069 81.2% 0.0455
ATR 0.0118 0.0120 0.0003 2.2% 0.0000
Volume 43 25 -18 -41.9% 95
Daily Pivots for day following 14-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1135 1.1073 1.0789
R3 1.0981 1.0919 1.0746
R2 1.0827 1.0827 1.0732
R1 1.0765 1.0765 1.0718 1.0796
PP 1.0673 1.0673 1.0673 1.0688
S1 1.0611 1.0611 1.0690 1.0642
S2 1.0519 1.0519 1.0676
S3 1.0365 1.0457 1.0662
S4 1.0211 1.0303 1.0619
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 1.0915 1.0570 0.0345 3.2% 0.0113 1.1% 39% False False 25
10 1.1070 1.0570 0.0500 4.7% 0.0098 0.9% 27% False False 30
20 1.1100 1.0570 0.0530 5.0% 0.0127 1.2% 25% False False 31
40 1.1477 1.0520 0.0957 8.9% 0.0102 1.0% 19% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1389
2.618 1.1137
1.618 1.0983
1.000 1.0888
0.618 1.0829
HIGH 1.0734
0.618 1.0675
0.500 1.0657
0.382 1.0639
LOW 1.0580
0.618 1.0485
1.000 1.0426
1.618 1.0331
2.618 1.0177
4.250 0.9926
Fisher Pivots for day following 14-Apr-2015
Pivot 1 day 3 day
R1 1.0688 1.0687
PP 1.0673 1.0669
S1 1.0657 1.0652

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

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