CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 1.2412 1.2480 0.0068 0.5% 1.2297
High 1.2493 1.2484 -0.0009 -0.1% 1.2503
Low 1.2391 1.2422 0.0031 0.3% 1.2255
Close 1.2459 1.2444 -0.0015 -0.1% 1.2459
Range 0.0102 0.0062 -0.0040 -39.2% 0.0248
ATR 0.0109 0.0105 -0.0003 -3.1% 0.0000
Volume 254,091 204,489 -49,602 -19.5% 814,057
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2636 1.2602 1.2478
R3 1.2574 1.2540 1.2461
R2 1.2512 1.2512 1.2455
R1 1.2478 1.2478 1.2450 1.2464
PP 1.2450 1.2450 1.2450 1.2443
S1 1.2416 1.2416 1.2438 1.2402
S2 1.2388 1.2388 1.2433
S3 1.2326 1.2354 1.2427
S4 1.2264 1.2292 1.2410
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3150 1.3052 1.2595
R3 1.2902 1.2804 1.2527
R2 1.2654 1.2654 1.2504
R1 1.2556 1.2556 1.2482 1.2605
PP 1.2406 1.2406 1.2406 1.2430
S1 1.2308 1.2308 1.2436 1.2357
S2 1.2158 1.2158 1.2414
S3 1.1910 1.2060 1.2391
S4 1.1662 1.1812 1.2323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2503 1.2300 0.0203 1.6% 0.0106 0.9% 71% False False 194,984
10 1.2503 1.2255 0.0248 2.0% 0.0112 0.9% 76% False False 110,855
20 1.2610 1.2255 0.0355 2.9% 0.0107 0.9% 53% False False 57,466
40 1.2851 1.2255 0.0596 4.8% 0.0102 0.8% 32% False False 29,461
60 1.2916 1.2255 0.0661 5.3% 0.0103 0.8% 29% False False 19,909
80 1.3276 1.2255 0.1021 8.2% 0.0093 0.7% 19% False False 14,991
100 1.3458 1.2255 0.1203 9.7% 0.0080 0.6% 16% False False 12,016
120 1.3710 1.2255 0.1455 11.7% 0.0070 0.6% 13% False False 10,018
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 0.0021
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.2748
2.618 1.2646
1.618 1.2584
1.000 1.2546
0.618 1.2522
HIGH 1.2484
0.618 1.2460
0.500 1.2453
0.382 1.2446
LOW 1.2422
0.618 1.2384
1.000 1.2360
1.618 1.2322
2.618 1.2260
4.250 1.2159
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 1.2453 1.2443
PP 1.2450 1.2441
S1 1.2447 1.2440

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

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