CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 1.2679 1.2740 0.0061 0.5% 1.2693
High 1.2760 1.2801 0.0041 0.3% 1.2730
Low 1.2637 1.2678 0.0041 0.3% 1.2516
Close 1.2747 1.2701 -0.0046 -0.4% 1.2524
Range 0.0123 0.0123 0.0000 0.0% 0.0214
ATR 0.0087 0.0090 0.0003 2.9% 0.0000
Volume 1,188 910 -278 -23.4% 3,470
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3096 1.3021 1.2769
R3 1.2973 1.2898 1.2735
R2 1.2850 1.2850 1.2724
R1 1.2775 1.2775 1.2712 1.2751
PP 1.2727 1.2727 1.2727 1.2715
S1 1.2652 1.2652 1.2690 1.2628
S2 1.2604 1.2604 1.2678
S3 1.2481 1.2529 1.2667
S4 1.2358 1.2406 1.2633
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3232 1.3092 1.2642
R3 1.3018 1.2878 1.2583
R2 1.2804 1.2804 1.2563
R1 1.2664 1.2664 1.2544 1.2627
PP 1.2590 1.2590 1.2590 1.2572
S1 1.2450 1.2450 1.2504 1.2413
S2 1.2376 1.2376 1.2485
S3 1.2162 1.2236 1.2465
S4 1.1948 1.2022 1.2406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2801 1.2516 0.0285 2.2% 0.0134 1.1% 65% True False 1,003
10 1.2801 1.2516 0.0285 2.2% 0.0106 0.8% 65% True False 795
20 1.3010 1.2516 0.0494 3.9% 0.0089 0.7% 37% False False 611
40 1.3412 1.2516 0.0896 7.1% 0.0070 0.5% 21% False False 387
60 1.3549 1.2516 0.1033 8.1% 0.0054 0.4% 18% False False 278
80 1.3710 1.2516 0.1194 9.4% 0.0045 0.4% 15% False False 215
100 1.3710 1.2516 0.1194 9.4% 0.0041 0.3% 15% False False 173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0019
Fibonacci Retracements and Extensions
4.250 1.3324
2.618 1.3123
1.618 1.3000
1.000 1.2924
0.618 1.2877
HIGH 1.2801
0.618 1.2754
0.500 1.2740
0.382 1.2725
LOW 1.2678
0.618 1.2602
1.000 1.2555
1.618 1.2479
2.618 1.2356
4.250 1.2155
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 1.2740 1.2701
PP 1.2727 1.2701
S1 1.2714 1.2701

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

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