CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 1.3207 1.3172 -0.0035 -0.3% 1.3410
High 1.3223 1.3225 0.0002 0.0% 1.3410
Low 1.3190 1.3172 -0.0018 -0.1% 1.3239
Close 1.3190 1.3213 0.0023 0.2% 1.3256
Range 0.0033 0.0053 0.0020 60.6% 0.0171
ATR 0.0039 0.0040 0.0001 2.6% 0.0000
Volume 28 31 3 10.7% 151
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3362 1.3341 1.3242
R3 1.3309 1.3288 1.3228
R2 1.3256 1.3256 1.3223
R1 1.3235 1.3235 1.3218 1.3246
PP 1.3203 1.3203 1.3203 1.3209
S1 1.3182 1.3182 1.3208 1.3193
S2 1.3150 1.3150 1.3203
S3 1.3097 1.3129 1.3198
S4 1.3044 1.3076 1.3184
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3815 1.3706 1.3350
R3 1.3644 1.3535 1.3303
R2 1.3473 1.3473 1.3287
R1 1.3364 1.3364 1.3272 1.3333
PP 1.3302 1.3302 1.3302 1.3286
S1 1.3193 1.3193 1.3240 1.3162
S2 1.3131 1.3131 1.3225
S3 1.2960 1.3022 1.3209
S4 1.2789 1.2851 1.3162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3298 1.3172 0.0126 1.0% 0.0035 0.3% 33% False True 37
10 1.3412 1.3172 0.0240 1.8% 0.0034 0.3% 17% False True 153
20 1.3446 1.3172 0.0274 2.1% 0.0032 0.2% 15% False True 121
40 1.3696 1.3172 0.0524 4.0% 0.0025 0.2% 8% False True 76
60 1.3710 1.3172 0.0538 4.1% 0.0024 0.2% 8% False True 54
80 1.3989 1.3172 0.0817 6.2% 0.0025 0.2% 5% False True 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3450
2.618 1.3364
1.618 1.3311
1.000 1.3278
0.618 1.3258
HIGH 1.3225
0.618 1.3205
0.500 1.3199
0.382 1.3192
LOW 1.3172
0.618 1.3139
1.000 1.3119
1.618 1.3086
2.618 1.3033
4.250 1.2947
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 1.3208 1.3208
PP 1.3203 1.3203
S1 1.3199 1.3199

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

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