CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 1.0906 1.0922 0.0016 0.1% 1.0840
High 1.0952 1.1027 0.0075 0.7% 1.0934
Low 1.0868 1.0920 0.0052 0.5% 1.0711
Close 1.0922 1.1020 0.0098 0.9% 1.0910
Range 0.0084 0.0107 0.0023 27.4% 0.0223
ATR 0.0110 0.0110 0.0000 -0.2% 0.0000
Volume 117 113 -4 -3.4% 97
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1310 1.1272 1.1079
R3 1.1203 1.1165 1.1049
R2 1.1096 1.1096 1.1040
R1 1.1058 1.1058 1.1030 1.1077
PP 1.0989 1.0989 1.0989 1.0999
S1 1.0951 1.0951 1.1010 1.0970
S2 1.0882 1.0882 1.1000
S3 1.0775 1.0844 1.0991
S4 1.0668 1.0737 1.0961
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1521 1.1438 1.1033
R3 1.1298 1.1215 1.0971
R2 1.1075 1.1075 1.0951
R1 1.0992 1.0992 1.0930 1.1034
PP 1.0852 1.0852 1.0852 1.0872
S1 1.0769 1.0769 1.0890 1.0811
S2 1.0629 1.0629 1.0869
S3 1.0406 1.0546 1.0849
S4 1.0183 1.0323 1.0787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1027 1.0711 0.0316 2.9% 0.0098 0.9% 98% True False 58
10 1.1027 1.0618 0.0409 3.7% 0.0101 0.9% 98% True False 57
20 1.1070 1.0570 0.0500 4.5% 0.0099 0.9% 90% False False 44
40 1.1208 1.0520 0.0688 6.2% 0.0116 1.1% 73% False False 39
60 1.1542 1.0520 0.1022 9.3% 0.0095 0.9% 49% False False 30
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1482
2.618 1.1307
1.618 1.1200
1.000 1.1134
0.618 1.1093
HIGH 1.1027
0.618 1.0986
0.500 1.0974
0.382 1.0961
LOW 1.0920
0.618 1.0854
1.000 1.0813
1.618 1.0747
2.618 1.0640
4.250 1.0465
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 1.1005 1.0994
PP 1.0989 1.0968
S1 1.0974 1.0942

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

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