CME Euro FX (E) Future March 2015

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	1.2483	1.2394	-0.0089	-0.7%	1.2386
High	1.2485	1.2400	-0.0085	-0.7%	1.2544
Low	1.2386	1.2311	-0.0075	-0.6%	1.2373
Close	1.2389	1.2319	-0.0070	-0.6%	1.2444
Range	0.0099	0.0089	-0.0010	-10.1%	0.0171
ATR	0.0101	0.0100	-0.0001	-0.8%	0.0000
Volume	12,931	15,243	2,312	17.9%	21,391

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2610	1.2554	1.2368
R3	1.2521	1.2465	1.2343
R2	1.2432	1.2432	1.2335
R1	1.2376	1.2376	1.2327	1.2360
PP	1.2343	1.2343	1.2343	1.2335
S1	1.2287	1.2287	1.2311	1.2271
S2	1.2254	1.2254	1.2303
S3	1.2165	1.2198	1.2295
S4	1.2076	1.2109	1.2270

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.2967	1.2876	1.2538
R3	1.2796	1.2705	1.2491
R2	1.2625	1.2625	1.2475
R1	1.2534	1.2534	1.2460	1.2580
PP	1.2454	1.2454	1.2454	1.2476
S1	1.2363	1.2363	1.2428	1.2409
S2	1.2283	1.2283	1.2413
S3	1.2112	1.2192	1.2397
S4	1.1941	1.2021	1.2350

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2544	1.2311	0.0233	1.9%	0.0092	0.7%	3%	False	True	9,819
10	1.2610	1.2311	0.0299	2.4%	0.0097	0.8%	3%	False	True	6,407
20	1.2610	1.2311	0.0299	2.4%	0.0104	0.8%	3%	False	True	4,182
40	1.2896	1.2311	0.0585	4.7%	0.0105	0.8%	1%	False	True	2,672
60	1.3010	1.2311	0.0699	5.7%	0.0097	0.8%	1%	False	True	1,957
80	1.3420	1.2311	0.1109	9.0%	0.0085	0.7%	1%	False	True	1,504
100	1.3606	1.2311	0.1295	10.5%	0.0072	0.6%	1%	False	True	1,215
120	1.3710	1.2311	0.1399	11.4%	0.0063	0.5%	1%	False	True	1,016

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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2778
2.618	1.2633
1.618	1.2544
1.000	1.2489
0.618	1.2455
HIGH	1.2400
0.618	1.2366
0.500	1.2356
0.382	1.2345
LOW	1.2311
0.618	1.2256
1.000	1.2222
1.618	1.2167
2.618	1.2078
4.250	1.1933

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	1.2356	1.2414
PP	1.2343	1.2382
S1	1.2331	1.2351

Download as Excel Spreadsheet

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

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