CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 1.2660 1.2690 0.0030 0.2% 1.2758
High 1.2706 1.2734 0.0028 0.2% 1.2851
Low 1.2649 1.2678 0.0029 0.2% 1.2629
Close 1.2675 1.2719 0.0044 0.3% 1.2675
Range 0.0057 0.0056 -0.0001 -1.8% 0.0222
ATR 0.0099 0.0096 -0.0003 -2.9% 0.0000
Volume 429 634 205 47.8% 4,120
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2878 1.2855 1.2750
R3 1.2822 1.2799 1.2734
R2 1.2766 1.2766 1.2729
R1 1.2743 1.2743 1.2724 1.2755
PP 1.2710 1.2710 1.2710 1.2716
S1 1.2687 1.2687 1.2714 1.2699
S2 1.2654 1.2654 1.2709
S3 1.2598 1.2631 1.2704
S4 1.2542 1.2575 1.2688
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3384 1.3252 1.2797
R3 1.3162 1.3030 1.2736
R2 1.2940 1.2940 1.2716
R1 1.2808 1.2808 1.2695 1.2763
PP 1.2718 1.2718 1.2718 1.2696
S1 1.2586 1.2586 1.2655 1.2541
S2 1.2496 1.2496 1.2634
S3 1.2274 1.2364 1.2614
S4 1.2052 1.2142 1.2553
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2851 1.2629 0.0222 1.7% 0.0078 0.6% 41% False False 862
10 1.2896 1.2629 0.0267 2.1% 0.0104 0.8% 34% False False 950
20 1.2896 1.2516 0.0380 3.0% 0.0110 0.9% 53% False False 921
40 1.3175 1.2516 0.0659 5.2% 0.0091 0.7% 31% False False 634
60 1.3436 1.2516 0.0920 7.2% 0.0072 0.6% 22% False False 459
80 1.3664 1.2516 0.1148 9.0% 0.0058 0.5% 18% False False 356
100 1.3710 1.2516 0.1194 9.4% 0.0051 0.4% 17% False False 287
120 1.3989 1.2516 0.1473 11.6% 0.0047 0.4% 14% False False 241
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2972
2.618 1.2881
1.618 1.2825
1.000 1.2790
0.618 1.2769
HIGH 1.2734
0.618 1.2713
0.500 1.2706
0.382 1.2699
LOW 1.2678
0.618 1.2643
1.000 1.2622
1.618 1.2587
2.618 1.2531
4.250 1.2440
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 1.2715 1.2707
PP 1.2710 1.2694
S1 1.2706 1.2682

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

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