CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 1.2487 1.2443 -0.0044 -0.4% 1.2521
High 1.2509 1.2501 -0.0008 -0.1% 1.2585
Low 1.2431 1.2437 0.0006 0.0% 1.2368
Close 1.2443 1.2498 0.0055 0.4% 1.2452
Range 0.0078 0.0064 -0.0014 -17.9% 0.0217
ATR 0.0101 0.0099 -0.0003 -2.6% 0.0000
Volume 1,060 1,703 643 60.7% 10,388
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2671 1.2648 1.2533
R3 1.2607 1.2584 1.2516
R2 1.2543 1.2543 1.2510
R1 1.2520 1.2520 1.2504 1.2532
PP 1.2479 1.2479 1.2479 1.2484
S1 1.2456 1.2456 1.2492 1.2468
S2 1.2415 1.2415 1.2486
S3 1.2351 1.2392 1.2480
S4 1.2287 1.2328 1.2463
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 1.2520 1.2368 0.0152 1.2% 0.0090 0.7% 86% False False 1,879
10 1.2625 1.2368 0.0257 2.1% 0.0100 0.8% 51% False False 1,984
20 1.2851 1.2368 0.0483 3.9% 0.0093 0.7% 27% False False 1,380
40 1.2940 1.2368 0.0572 4.6% 0.0100 0.8% 23% False False 1,073
60 1.3298 1.2368 0.0930 7.4% 0.0087 0.7% 14% False False 791
80 1.3478 1.2368 0.1110 8.9% 0.0072 0.6% 12% False False 622
100 1.3710 1.2368 0.1342 10.7% 0.0061 0.5% 10% False False 504
120 1.3710 1.2368 0.1342 10.7% 0.0055 0.4% 10% False False 421
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2773
2.618 1.2669
1.618 1.2605
1.000 1.2565
0.618 1.2541
HIGH 1.2501
0.618 1.2477
0.500 1.2469
0.382 1.2461
LOW 1.2437
0.618 1.2397
1.000 1.2373
1.618 1.2333
2.618 1.2269
4.250 1.2165
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 1.2488 1.2485
PP 1.2479 1.2471
S1 1.2469 1.2458

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

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