CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 1.2439 1.2487 0.0048 0.4% 1.2521
High 1.2510 1.2509 -0.0001 0.0% 1.2585
Low 1.2406 1.2431 0.0025 0.2% 1.2368
Close 1.2475 1.2443 -0.0032 -0.3% 1.2452
Range 0.0104 0.0078 -0.0026 -25.0% 0.0217
ATR 0.0103 0.0101 -0.0002 -1.7% 0.0000
Volume 1,831 1,060 -771 -42.1% 10,388
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2695 1.2647 1.2486
R3 1.2617 1.2569 1.2464
R2 1.2539 1.2539 1.2457
R1 1.2491 1.2491 1.2450 1.2476
PP 1.2461 1.2461 1.2461 1.2454
S1 1.2413 1.2413 1.2436 1.2398
S2 1.2383 1.2383 1.2429
S3 1.2305 1.2335 1.2422
S4 1.2227 1.2257 1.2400
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.3119 1.3003 1.2571
R3 1.2902 1.2786 1.2512
R2 1.2685 1.2685 1.2492
R1 1.2569 1.2569 1.2472 1.2519
PP 1.2468 1.2468 1.2468 1.2443
S1 1.2352 1.2352 1.2432 1.2302
S2 1.2251 1.2251 1.2412
S3 1.2034 1.2135 1.2392
S4 1.1817 1.1918 1.2333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2543 1.2368 0.0175 1.4% 0.0110 0.9% 43% False False 1,760
10 1.2649 1.2368 0.0281 2.3% 0.0104 0.8% 27% False False 1,872
20 1.2858 1.2368 0.0490 3.9% 0.0097 0.8% 15% False False 1,410
40 1.2942 1.2368 0.0574 4.6% 0.0100 0.8% 13% False False 1,060
60 1.3310 1.2368 0.0942 7.6% 0.0086 0.7% 8% False False 764
80 1.3478 1.2368 0.1110 8.9% 0.0071 0.6% 7% False False 602
100 1.3710 1.2368 0.1342 10.8% 0.0060 0.5% 6% False False 487
120 1.3710 1.2368 0.1342 10.8% 0.0054 0.4% 6% False False 407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2841
2.618 1.2713
1.618 1.2635
1.000 1.2587
0.618 1.2557
HIGH 1.2509
0.618 1.2479
0.500 1.2470
0.382 1.2461
LOW 1.2431
0.618 1.2383
1.000 1.2353
1.618 1.2305
2.618 1.2227
4.250 1.2100
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 1.2470 1.2463
PP 1.2461 1.2456
S1 1.2452 1.2450

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

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