CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 10-Oct-2014

Day Change Summary
	Previous	Current
	09-Oct-2014	10-Oct-2014	Change	Change %	Previous Week
Open	1.2740	1.2701	-0.0039	-0.3%	1.2528
High	1.2801	1.2729	-0.0072	-0.6%	1.2801
Low	1.2678	1.2623	-0.0055	-0.4%	1.2525
Close	1.2701	1.2627	-0.0074	-0.6%	1.2627
Range	0.0123	0.0106	-0.0017	-13.8%	0.0276
ATR	0.0090	0.0091	0.0001	1.3%	0.0000
Volume	910	1,408	498	54.7%	5,325

Daily Pivots for day following 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2978	1.2908	1.2685
R3	1.2872	1.2802	1.2656
R2	1.2766	1.2766	1.2646
R1	1.2696	1.2696	1.2637	1.2678
PP	1.2660	1.2660	1.2660	1.2651
S1	1.2590	1.2590	1.2617	1.2572
S2	1.2554	1.2554	1.2608
S3	1.2448	1.2484	1.2598
S4	1.2342	1.2378	1.2569

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.3479	1.3329	1.2779
R3	1.3203	1.3053	1.2703
R2	1.2927	1.2927	1.2678
R1	1.2777	1.2777	1.2652	1.2852
PP	1.2651	1.2651	1.2651	1.2689
S1	1.2501	1.2501	1.2602	1.2576
S2	1.2375	1.2375	1.2576
S3	1.2099	1.2225	1.2551
S4	1.1823	1.1949	1.2475

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2801	1.2525	0.0276	2.2%	0.0122	1.0%	37%	False	False	1,065
10	1.2801	1.2516	0.0285	2.3%	0.0109	0.9%	39%	False	False	879
20	1.3010	1.2516	0.0494	3.9%	0.0092	0.7%	22%	False	False	677
40	1.3412	1.2516	0.0896	7.1%	0.0071	0.6%	12%	False	False	422
60	1.3549	1.2516	0.1033	8.2%	0.0055	0.4%	11%	False	False	301
80	1.3710	1.2516	0.1194	9.5%	0.0046	0.4%	9%	False	False	232
100	1.3710	1.2516	0.1194	9.5%	0.0042	0.3%	9%	False	False	187

Crabel Price Patterns
NR	True
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	0.0021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3180
2.618	1.3007
1.618	1.2901
1.000	1.2835
0.618	1.2795
HIGH	1.2729
0.618	1.2689
0.500	1.2676
0.382	1.2663
LOW	1.2623
0.618	1.2557
1.000	1.2517
1.618	1.2451
2.618	1.2345
4.250	1.2173

Fisher Pivots for day following 10-Oct-2014
Pivot	1 day	3 day
R1	1.2676	1.2712
PP	1.2660	1.2684
S1	1.2643	1.2655

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols