CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 1.2746 1.2643 -0.0103 -0.8% 1.2758
High 1.2781 1.2649 -0.0132 -1.0% 1.2851
Low 1.2642 1.2550 -0.0092 -0.7% 1.2629
Close 1.2656 1.2624 -0.0032 -0.3% 1.2675
Range 0.0139 0.0099 -0.0040 -28.8% 0.0222
ATR 0.0098 0.0098 0.0001 0.6% 0.0000
Volume 597 579 -18 -3.0% 4,120
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.2905 1.2863 1.2678
R3 1.2806 1.2764 1.2651
R2 1.2707 1.2707 1.2642
R1 1.2665 1.2665 1.2633 1.2637
PP 1.2608 1.2608 1.2608 1.2593
S1 1.2566 1.2566 1.2615 1.2538
S2 1.2509 1.2509 1.2606
S3 1.2410 1.2467 1.2597
S4 1.2311 1.2368 1.2570
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 1.2781 1.2550 0.0231 1.8% 0.0085 0.7% 32% False True 614
10 1.2851 1.2550 0.0301 2.4% 0.0087 0.7% 25% False True 777
20 1.2896 1.2516 0.0380 3.0% 0.0113 0.9% 28% False False 926
40 1.3010 1.2516 0.0494 3.9% 0.0093 0.7% 22% False False 679
60 1.3436 1.2516 0.0920 7.3% 0.0076 0.6% 12% False False 489
80 1.3664 1.2516 0.1148 9.1% 0.0061 0.5% 9% False False 378
100 1.3710 1.2516 0.1194 9.5% 0.0053 0.4% 9% False False 307
120 1.3753 1.2516 0.1237 9.8% 0.0048 0.4% 9% False False 258
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3070
2.618 1.2908
1.618 1.2809
1.000 1.2748
0.618 1.2710
HIGH 1.2649
0.618 1.2611
0.500 1.2600
0.382 1.2588
LOW 1.2550
0.618 1.2489
1.000 1.2451
1.618 1.2390
2.618 1.2291
4.250 1.2129
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 1.2616 1.2666
PP 1.2608 1.2652
S1 1.2600 1.2638

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

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