CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 03-Nov-2014
Day Change Summary
Previous Current
31-Oct-2014 03-Nov-2014 Change Change % Previous Week
Open 1.2624 1.2521 -0.0103 -0.8% 1.2690
High 1.2625 1.2522 -0.0103 -0.8% 1.2781
Low 1.2497 1.2453 -0.0044 -0.4% 1.2497
Close 1.2537 1.2502 -0.0035 -0.3% 1.2537
Range 0.0128 0.0069 -0.0059 -46.1% 0.0284
ATR 0.0100 0.0099 -0.0001 -1.2% 0.0000
Volume 2,077 4,105 2,028 97.6% 4,720
Daily Pivots for day following 03-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2699 1.2670 1.2540
R3 1.2630 1.2601 1.2521
R2 1.2561 1.2561 1.2515
R1 1.2532 1.2532 1.2508 1.2512
PP 1.2492 1.2492 1.2492 1.2483
S1 1.2463 1.2463 1.2496 1.2443
S2 1.2423 1.2423 1.2489
S3 1.2354 1.2394 1.2483
S4 1.2285 1.2325 1.2464
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3457 1.3281 1.2693
R3 1.3173 1.2997 1.2615
R2 1.2889 1.2889 1.2589
R1 1.2713 1.2713 1.2563 1.2659
PP 1.2605 1.2605 1.2605 1.2578
S1 1.2429 1.2429 1.2511 1.2375
S2 1.2321 1.2321 1.2485
S3 1.2037 1.2145 1.2459
S4 1.1753 1.1861 1.2381
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2781 1.2453 0.0328 2.6% 0.0102 0.8% 15% False True 1,638
10 1.2851 1.2453 0.0398 3.2% 0.0090 0.7% 12% False True 1,250
20 1.2896 1.2453 0.0443 3.5% 0.0106 0.8% 11% False True 1,136
40 1.3010 1.2453 0.0557 4.5% 0.0094 0.8% 9% False True 813
60 1.3420 1.2453 0.0967 7.7% 0.0077 0.6% 5% False True 592
80 1.3637 1.2453 0.1184 9.5% 0.0063 0.5% 4% False True 455
100 1.3710 1.2453 0.1257 10.1% 0.0054 0.4% 4% False True 369
120 1.3735 1.2453 0.1282 10.3% 0.0049 0.4% 4% False True 309
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2815
2.618 1.2703
1.618 1.2634
1.000 1.2591
0.618 1.2565
HIGH 1.2522
0.618 1.2496
0.500 1.2488
0.382 1.2479
LOW 1.2453
0.618 1.2410
1.000 1.2384
1.618 1.2341
2.618 1.2272
4.250 1.2160
Fisher Pivots for day following 03-Nov-2014
Pivot 1 day 3 day
R1 1.2497 1.2551
PP 1.2492 1.2535
S1 1.2488 1.2518

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

View Archives - Comment on this page... - Back to Index of Symbols