CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 1.2751 1.2658 -0.0093 -0.7% 1.2528
High 1.2753 1.2896 0.0143 1.1% 1.2801
Low 1.2654 1.2638 -0.0016 -0.1% 1.2525
Close 1.2662 1.2789 0.0127 1.0% 1.2627
Range 0.0099 0.0258 0.0159 160.6% 0.0276
ATR 0.0095 0.0107 0.0012 12.3% 0.0000
Volume 796 662 -134 -16.8% 5,325
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3548 1.3427 1.2931
R3 1.3290 1.3169 1.2860
R2 1.3032 1.3032 1.2836
R1 1.2911 1.2911 1.2813 1.2972
PP 1.2774 1.2774 1.2774 1.2805
S1 1.2653 1.2653 1.2765 1.2714
S2 1.2516 1.2516 1.2742
S3 1.2258 1.2395 1.2718
S4 1.2000 1.2137 1.2647
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 1.2896 1.2623 0.0273 2.1% 0.0141 1.1% 61% True False 872
10 1.2896 1.2516 0.0380 3.0% 0.0134 1.0% 72% True False 922
20 1.2942 1.2516 0.0426 3.3% 0.0104 0.8% 64% False False 711
40 1.3310 1.2516 0.0794 6.2% 0.0081 0.6% 34% False False 441
60 1.3478 1.2516 0.0962 7.5% 0.0063 0.5% 28% False False 332
80 1.3710 1.2516 0.1194 9.3% 0.0051 0.4% 23% False False 256
100 1.3710 1.2516 0.1194 9.3% 0.0046 0.4% 23% False False 207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 1.3993
2.618 1.3571
1.618 1.3313
1.000 1.3154
0.618 1.3055
HIGH 1.2896
0.618 1.2797
0.500 1.2767
0.382 1.2737
LOW 1.2638
0.618 1.2479
1.000 1.2380
1.618 1.2221
2.618 1.1963
4.250 1.1542
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 1.2782 1.2782
PP 1.2774 1.2774
S1 1.2767 1.2767

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

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