CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 1.2805 1.2725 -0.0080 -0.6% 1.2647
High 1.2851 1.2750 -0.0101 -0.8% 1.2896
Low 1.2730 1.2651 -0.0079 -0.6% 1.2638
Close 1.2738 1.2656 -0.0082 -0.6% 1.2787
Range 0.0121 0.0099 -0.0022 -18.2% 0.0258
ATR 0.0106 0.0105 0.0000 -0.5% 0.0000
Volume 1,376 798 -578 -42.0% 5,338
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2983 1.2918 1.2710
R3 1.2884 1.2819 1.2683
R2 1.2785 1.2785 1.2674
R1 1.2720 1.2720 1.2665 1.2703
PP 1.2686 1.2686 1.2686 1.2677
S1 1.2621 1.2621 1.2647 1.2604
S2 1.2587 1.2587 1.2638
S3 1.2488 1.2522 1.2629
S4 1.2389 1.2423 1.2602
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3548 1.3425 1.2929
R3 1.3290 1.3167 1.2858
R2 1.3032 1.3032 1.2834
R1 1.2909 1.2909 1.2811 1.2971
PP 1.2774 1.2774 1.2774 1.2804
S1 1.2651 1.2651 1.2763 1.2713
S2 1.2516 1.2516 1.2740
S3 1.2258 1.2393 1.2716
S4 1.2000 1.2135 1.2645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2858 1.2651 0.0207 1.6% 0.0103 0.8% 2% False True 1,182
10 1.2896 1.2623 0.0273 2.2% 0.0122 1.0% 12% False False 1,027
20 1.2896 1.2516 0.0380 3.0% 0.0112 0.9% 37% False False 890
40 1.3225 1.2516 0.0709 5.6% 0.0090 0.7% 20% False False 584
60 1.3446 1.2516 0.0930 7.3% 0.0070 0.6% 15% False False 429
80 1.3701 1.2516 0.1185 9.4% 0.0057 0.5% 12% False False 330
100 1.3710 1.2516 0.1194 9.4% 0.0050 0.4% 12% False False 266
120 1.3989 1.2516 0.1473 11.6% 0.0047 0.4% 10% False False 224
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3171
2.618 1.3009
1.618 1.2910
1.000 1.2849
0.618 1.2811
HIGH 1.2750
0.618 1.2712
0.500 1.2701
0.382 1.2689
LOW 1.2651
0.618 1.2590
1.000 1.2552
1.618 1.2491
2.618 1.2392
4.250 1.2230
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 1.2701 1.2751
PP 1.2686 1.2719
S1 1.2671 1.2688

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

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