CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 1.2386 1.2447 0.0061 0.5% 1.2528
High 1.2453 1.2494 0.0041 0.3% 1.2610
Low 1.2373 1.2410 0.0037 0.3% 1.2385
Close 1.2444 1.2480 0.0036 0.3% 1.2396
Range 0.0080 0.0084 0.0004 5.0% 0.0225
ATR 0.0105 0.0104 -0.0002 -1.4% 0.0000
Volume 4,697 3,180 -1,517 -32.3% 11,984
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.2713 1.2681 1.2526
R3 1.2629 1.2597 1.2503
R2 1.2545 1.2545 1.2495
R1 1.2513 1.2513 1.2488 1.2529
PP 1.2461 1.2461 1.2461 1.2470
S1 1.2429 1.2429 1.2472 1.2445
S2 1.2377 1.2377 1.2465
S3 1.2293 1.2345 1.2457
S4 1.2209 1.2261 1.2434
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 1.3139 1.2992 1.2520
R3 1.2914 1.2767 1.2458
R2 1.2689 1.2689 1.2437
R1 1.2542 1.2542 1.2417 1.2503
PP 1.2464 1.2464 1.2464 1.2444
S1 1.2317 1.2317 1.2375 1.2278
S2 1.2239 1.2239 1.2355
S3 1.2014 1.2092 1.2334
S4 1.1789 1.1867 1.2272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2610 1.2373 0.0237 1.9% 0.0103 0.8% 45% False False 2,996
10 1.2610 1.2373 0.0237 1.9% 0.0103 0.8% 45% False False 2,512
20 1.2781 1.2368 0.0413 3.3% 0.0107 0.9% 27% False False 2,169
40 1.2896 1.2368 0.0528 4.2% 0.0107 0.9% 21% False False 1,550
60 1.3175 1.2368 0.0807 6.5% 0.0097 0.8% 14% False False 1,159
80 1.3436 1.2368 0.1068 8.6% 0.0081 0.7% 10% False False 897
100 1.3664 1.2368 0.1296 10.4% 0.0068 0.5% 9% False False 726
120 1.3710 1.2368 0.1342 10.8% 0.0060 0.5% 8% False False 607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2851
2.618 1.2714
1.618 1.2630
1.000 1.2578
0.618 1.2546
HIGH 1.2494
0.618 1.2462
0.500 1.2452
0.382 1.2442
LOW 1.2410
0.618 1.2358
1.000 1.2326
1.618 1.2274
2.618 1.2190
4.250 1.2053
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 1.2471 1.2478
PP 1.2461 1.2477
S1 1.2452 1.2475

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

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