CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 1.3135 1.3150 0.0015 0.1% 1.3220
High 1.3152 1.3175 0.0023 0.2% 1.3225
Low 1.3135 1.3150 0.0015 0.1% 1.3153
Close 1.3146 1.3164 0.0018 0.1% 1.3153
Range 0.0017 0.0025 0.0008 47.1% 0.0072
ATR 0.0038 0.0038 -0.0001 -1.8% 0.0000
Volume 42 68 26 61.9% 209
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3238 1.3226 1.3178
R3 1.3213 1.3201 1.3171
R2 1.3188 1.3188 1.3169
R1 1.3176 1.3176 1.3166 1.3182
PP 1.3163 1.3163 1.3163 1.3166
S1 1.3151 1.3151 1.3162 1.3157
S2 1.3138 1.3138 1.3159
S3 1.3113 1.3126 1.3157
S4 1.3088 1.3101 1.3150
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3393 1.3345 1.3193
R3 1.3321 1.3273 1.3173
R2 1.3249 1.3249 1.3166
R1 1.3201 1.3201 1.3160 1.3189
PP 1.3177 1.3177 1.3177 1.3171
S1 1.3129 1.3129 1.3146 1.3117
S2 1.3105 1.3105 1.3140
S3 1.3033 1.3057 1.3133
S4 1.2961 1.2985 1.3113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3225 1.3135 0.0090 0.7% 0.0032 0.2% 32% False False 45
10 1.3310 1.3135 0.0175 1.3% 0.0032 0.2% 17% False False 42
20 1.3436 1.3135 0.0301 2.3% 0.0032 0.2% 10% False False 113
40 1.3664 1.3135 0.0529 4.0% 0.0025 0.2% 5% False False 76
60 1.3710 1.3135 0.0575 4.4% 0.0023 0.2% 5% False False 57
80 1.3758 1.3135 0.0623 4.7% 0.0023 0.2% 5% False False 46
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3281
2.618 1.3240
1.618 1.3215
1.000 1.3200
0.618 1.3190
HIGH 1.3175
0.618 1.3165
0.500 1.3163
0.382 1.3160
LOW 1.3150
0.618 1.3135
1.000 1.3125
1.618 1.3110
2.618 1.3085
4.250 1.3044
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 1.3164 1.3165
PP 1.3163 1.3164
S1 1.3163 1.3164

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

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