CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 1.2451 1.2520 0.0069 0.6% 1.2297
High 1.2579 1.2523 -0.0056 -0.4% 1.2503
Low 1.2443 1.2328 -0.0115 -0.9% 1.2255
Close 1.2495 1.2337 -0.0158 -1.3% 1.2459
Range 0.0136 0.0195 0.0059 43.4% 0.0248
ATR 0.0108 0.0114 0.0006 5.8% 0.0000
Volume 319,531 309,581 -9,950 -3.1% 814,057
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2981 1.2854 1.2444
R3 1.2786 1.2659 1.2391
R2 1.2591 1.2591 1.2373
R1 1.2464 1.2464 1.2355 1.2430
PP 1.2396 1.2396 1.2396 1.2379
S1 1.2269 1.2269 1.2319 1.2235
S2 1.2201 1.2201 1.2301
S3 1.2006 1.2074 1.2283
S4 1.1811 1.1879 1.2230
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 1.2579 1.2328 0.0251 2.0% 0.0124 1.0% 4% False True 260,011
10 1.2579 1.2255 0.0324 2.6% 0.0126 1.0% 25% False False 170,949
20 1.2610 1.2255 0.0355 2.9% 0.0112 0.9% 23% False False 88,678
40 1.2781 1.2255 0.0526 4.3% 0.0105 0.8% 16% False False 45,143
60 1.2896 1.2255 0.0641 5.2% 0.0107 0.9% 13% False False 30,384
80 1.3225 1.2255 0.0970 7.9% 0.0097 0.8% 8% False False 22,854
100 1.3446 1.2255 0.1191 9.7% 0.0083 0.7% 7% False False 18,307
120 1.3710 1.2255 0.1455 11.8% 0.0072 0.6% 6% False False 15,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1.3352
2.618 1.3034
1.618 1.2839
1.000 1.2718
0.618 1.2644
HIGH 1.2523
0.618 1.2449
0.500 1.2426
0.382 1.2402
LOW 1.2328
0.618 1.2207
1.000 1.2133
1.618 1.2012
2.618 1.1817
4.250 1.1499
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 1.2426 1.2454
PP 1.2396 1.2415
S1 1.2367 1.2376

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

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