CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 1.2701 1.2647 -0.0054 -0.4% 1.2528
High 1.2729 1.2768 0.0039 0.3% 1.2801
Low 1.2623 1.2647 0.0024 0.2% 1.2525
Close 1.2627 1.2679 0.0052 0.4% 1.2627
Range 0.0106 0.0121 0.0015 14.2% 0.0276
ATR 0.0091 0.0095 0.0004 3.9% 0.0000
Volume 1,408 584 -824 -58.5% 5,325
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3061 1.2991 1.2746
R3 1.2940 1.2870 1.2712
R2 1.2819 1.2819 1.2701
R1 1.2749 1.2749 1.2690 1.2784
PP 1.2698 1.2698 1.2698 1.2716
S1 1.2628 1.2628 1.2668 1.2663
S2 1.2577 1.2577 1.2657
S3 1.2456 1.2507 1.2646
S4 1.2335 1.2386 1.2612
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 1.2601 0.0200 1.6% 0.0113 0.9% 39% False False 1,007
10 1.2801 1.2516 0.0285 2.2% 0.0116 0.9% 57% False False 891
20 1.3010 1.2516 0.0494 3.9% 0.0095 0.8% 33% False False 696
40 1.3410 1.2516 0.0894 7.1% 0.0074 0.6% 18% False False 405
60 1.3547 1.2516 0.1031 8.1% 0.0057 0.4% 16% False False 309
80 1.3710 1.2516 0.1194 9.4% 0.0047 0.4% 14% False False 239
100 1.3710 1.2516 0.1194 9.4% 0.0043 0.3% 14% False False 193
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3282
2.618 1.3085
1.618 1.2964
1.000 1.2889
0.618 1.2843
HIGH 1.2768
0.618 1.2722
0.500 1.2708
0.382 1.2693
LOW 1.2647
0.618 1.2572
1.000 1.2526
1.618 1.2451
2.618 1.2330
4.250 1.2133
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 1.2708 1.2712
PP 1.2698 1.2701
S1 1.2689 1.2690

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

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