CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 1.2485 1.2528 0.0043 0.3% 1.2472
High 1.2555 1.2588 0.0033 0.3% 1.2555
Low 1.2408 1.2457 0.0049 0.4% 1.2406
Close 1.2536 1.2462 -0.0074 -0.6% 1.2536
Range 0.0147 0.0131 -0.0016 -10.9% 0.0149
ATR 0.0102 0.0104 0.0002 2.0% 0.0000
Volume 2,503 2,976 473 18.9% 9,885
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2895 1.2810 1.2534
R3 1.2764 1.2679 1.2498
R2 1.2633 1.2633 1.2486
R1 1.2548 1.2548 1.2474 1.2525
PP 1.2502 1.2502 1.2502 1.2491
S1 1.2417 1.2417 1.2450 1.2394
S2 1.2371 1.2371 1.2438
S3 1.2240 1.2286 1.2426
S4 1.2109 1.2155 1.2390
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2946 1.2890 1.2618
R3 1.2797 1.2741 1.2577
R2 1.2648 1.2648 1.2563
R1 1.2592 1.2592 1.2550 1.2620
PP 1.2499 1.2499 1.2499 1.2513
S1 1.2443 1.2443 1.2522 1.2471
S2 1.2350 1.2350 1.2509
S3 1.2201 1.2294 1.2495
S4 1.2052 1.2145 1.2454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2588 1.2406 0.0182 1.5% 0.0105 0.8% 31% True False 2,014
10 1.2588 1.2368 0.0220 1.8% 0.0108 0.9% 43% True False 1,914
20 1.2851 1.2368 0.0483 3.9% 0.0099 0.8% 19% False False 1,582
40 1.2916 1.2368 0.0548 4.4% 0.0103 0.8% 17% False False 1,197
60 1.3225 1.2368 0.0857 6.9% 0.0090 0.7% 11% False False 882
80 1.3453 1.2368 0.1085 8.7% 0.0075 0.6% 9% False False 691
100 1.3710 1.2368 0.1342 10.8% 0.0064 0.5% 7% False False 558
120 1.3710 1.2368 0.1342 10.8% 0.0057 0.5% 7% False False 467
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3145
2.618 1.2931
1.618 1.2800
1.000 1.2719
0.618 1.2669
HIGH 1.2588
0.618 1.2538
0.500 1.2523
0.382 1.2507
LOW 1.2457
0.618 1.2376
1.000 1.2326
1.618 1.2245
2.618 1.2114
4.250 1.1900
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 1.2523 1.2498
PP 1.2502 1.2486
S1 1.2482 1.2474

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

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