CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 1.2647 1.2751 0.0104 0.8% 1.2528
High 1.2768 1.2753 -0.0015 -0.1% 1.2801
Low 1.2647 1.2654 0.0007 0.1% 1.2525
Close 1.2679 1.2662 -0.0017 -0.1% 1.2627
Range 0.0121 0.0099 -0.0022 -18.2% 0.0276
ATR 0.0095 0.0095 0.0000 0.3% 0.0000
Volume 584 796 212 36.3% 5,325
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2987 1.2923 1.2716
R3 1.2888 1.2824 1.2689
R2 1.2789 1.2789 1.2680
R1 1.2725 1.2725 1.2671 1.2708
PP 1.2690 1.2690 1.2690 1.2681
S1 1.2626 1.2626 1.2653 1.2609
S2 1.2591 1.2591 1.2644
S3 1.2492 1.2527 1.2635
S4 1.2393 1.2428 1.2608
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 1.2623 0.0178 1.4% 0.0114 0.9% 22% False False 977
10 1.2801 1.2516 0.0285 2.3% 0.0113 0.9% 51% False False 910
20 1.2985 1.2516 0.0469 3.7% 0.0097 0.8% 31% False False 726
40 1.3365 1.2516 0.0849 6.7% 0.0076 0.6% 17% False False 425
60 1.3479 1.2516 0.0963 7.6% 0.0058 0.5% 15% False False 322
80 1.3710 1.2516 0.1194 9.4% 0.0048 0.4% 12% False False 248
100 1.3710 1.2516 0.1194 9.4% 0.0043 0.3% 12% False False 201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3174
2.618 1.3012
1.618 1.2913
1.000 1.2852
0.618 1.2814
HIGH 1.2753
0.618 1.2715
0.500 1.2704
0.382 1.2692
LOW 1.2654
0.618 1.2593
1.000 1.2555
1.618 1.2494
2.618 1.2395
4.250 1.2233
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 1.2704 1.2696
PP 1.2690 1.2684
S1 1.2676 1.2673

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

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