CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 1.1409 1.1434 0.0025 0.2% 1.1194
High 1.1482 1.1501 0.0019 0.2% 1.1501
Low 1.1382 1.1372 -0.0010 -0.1% 1.1178
Close 1.1432 1.1501 0.0069 0.6% 1.1501
Range 0.0100 0.0129 0.0029 29.0% 0.0323
ATR 0.0118 0.0118 0.0001 0.7% 0.0000
Volume 196 213 17 8.7% 681
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 1.1845 1.1802 1.1572
R3 1.1716 1.1673 1.1536
R2 1.1587 1.1587 1.1525
R1 1.1544 1.1544 1.1513 1.1566
PP 1.1458 1.1458 1.1458 1.1469
S1 1.1415 1.1415 1.1489 1.1437
S2 1.1329 1.1329 1.1477
S3 1.1200 1.1286 1.1466
S4 1.1071 1.1157 1.1430
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 1.2362 1.2255 1.1679
R3 1.2039 1.1932 1.1590
R2 1.1716 1.1716 1.1560
R1 1.1609 1.1609 1.1531 1.1663
PP 1.1393 1.1393 1.1393 1.1420
S1 1.1286 1.1286 1.1471 1.1340
S2 1.1070 1.1070 1.1442
S3 1.0747 1.0963 1.1412
S4 1.0424 1.0640 1.1323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1501 1.1178 0.0323 2.8% 0.0109 1.0% 100% True False 136
10 1.1501 1.1110 0.0391 3.4% 0.0111 1.0% 100% True False 139
20 1.1501 1.0711 0.0790 6.9% 0.0111 1.0% 100% True False 107
40 1.1501 1.0570 0.0931 8.1% 0.0107 0.9% 100% True False 71
60 1.1501 1.0520 0.0981 8.5% 0.0108 0.9% 100% True False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2049
2.618 1.1839
1.618 1.1710
1.000 1.1630
0.618 1.1581
HIGH 1.1501
0.618 1.1452
0.500 1.1437
0.382 1.1421
LOW 1.1372
0.618 1.1292
1.000 1.1243
1.618 1.1163
2.618 1.1034
4.250 1.0824
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 1.1480 1.1462
PP 1.1458 1.1423
S1 1.1437 1.1384

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

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