CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 1.2690 1.2709 0.0019 0.1% 1.2758
High 1.2734 1.2775 0.0041 0.3% 1.2851
Low 1.2678 1.2699 0.0021 0.2% 1.2629
Close 1.2719 1.2746 0.0027 0.2% 1.2675
Range 0.0056 0.0076 0.0020 35.7% 0.0222
ATR 0.0096 0.0094 -0.0001 -1.5% 0.0000
Volume 634 833 199 31.4% 4,120
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2968 1.2933 1.2788
R3 1.2892 1.2857 1.2767
R2 1.2816 1.2816 1.2760
R1 1.2781 1.2781 1.2753 1.2799
PP 1.2740 1.2740 1.2740 1.2749
S1 1.2705 1.2705 1.2739 1.2723
S2 1.2664 1.2664 1.2732
S3 1.2588 1.2629 1.2725
S4 1.2512 1.2553 1.2704
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 1.2775 1.2629 0.0146 1.1% 0.0069 0.5% 80% True False 753
10 1.2896 1.2629 0.0267 2.1% 0.0102 0.8% 44% False False 954
20 1.2896 1.2516 0.0380 3.0% 0.0108 0.8% 61% False False 932
40 1.3175 1.2516 0.0659 5.2% 0.0093 0.7% 35% False False 654
60 1.3436 1.2516 0.0920 7.2% 0.0073 0.6% 25% False False 473
80 1.3664 1.2516 0.1148 9.0% 0.0059 0.5% 20% False False 365
100 1.3710 1.2516 0.1194 9.4% 0.0051 0.4% 19% False False 295
120 1.3820 1.2516 0.1304 10.2% 0.0047 0.4% 18% False False 248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3098
2.618 1.2974
1.618 1.2898
1.000 1.2851
0.618 1.2822
HIGH 1.2775
0.618 1.2746
0.500 1.2737
0.382 1.2728
LOW 1.2699
0.618 1.2652
1.000 1.2623
1.618 1.2576
2.618 1.2500
4.250 1.2376
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 1.2743 1.2735
PP 1.2740 1.2723
S1 1.2737 1.2712

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

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