CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 12-May-2014
Day Change Summary
Previous Current
09-May-2014 12-May-2014 Change Change % Previous Week
Open 1.3820 1.3758 -0.0062 -0.4% 1.3874
High 1.3820 1.3758 -0.0062 -0.4% 1.3989
Low 1.3745 1.3754 0.0009 0.1% 1.3745
Close 1.3745 1.3754 0.0009 0.1% 1.3745
Range 0.0075 0.0004 -0.0071 -94.7% 0.0244
ATR
Volume 10 1 -9 -90.0% 52
Daily Pivots for day following 12-May-2014
Classic Woodie Camarilla DeMark
R4 1.3767 1.3765 1.3756
R3 1.3763 1.3761 1.3755
R2 1.3759 1.3759 1.3755
R1 1.3757 1.3757 1.3754 1.3756
PP 1.3755 1.3755 1.3755 1.3755
S1 1.3753 1.3753 1.3754 1.3752
S2 1.3751 1.3751 1.3753
S3 1.3747 1.3749 1.3753
S4 1.3743 1.3745 1.3752
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.4558 1.4396 1.3879
R3 1.4314 1.4152 1.3812
R2 1.4070 1.4070 1.3790
R1 1.3908 1.3908 1.3767 1.3867
PP 1.3826 1.3826 1.3826 1.3806
S1 1.3664 1.3664 1.3723 1.3623
S2 1.3582 1.3582 1.3700
S3 1.3338 1.3420 1.3678
S4 1.3094 1.3176 1.3611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3989 1.3745 0.0244 1.8% 0.0055 0.4% 4% False False 9
10 1.3989 1.3745 0.0244 1.8% 0.0045 0.3% 4% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3775
2.618 1.3768
1.618 1.3764
1.000 1.3762
0.618 1.3760
HIGH 1.3758
0.618 1.3756
0.500 1.3756
0.382 1.3756
LOW 1.3754
0.618 1.3752
1.000 1.3750
1.618 1.3748
2.618 1.3744
4.250 1.3737
Fisher Pivots for day following 12-May-2014
Pivot 1 day 3 day
R1 1.3756 1.3867
PP 1.3755 1.3829
S1 1.3755 1.3792

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

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