CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 1.2164 1.2110 -0.0054 -0.4% 1.2189
High 1.2178 1.2113 -0.0065 -0.5% 1.2230
Low 1.2104 1.2007 -0.0097 -0.8% 1.2007
Close 1.2107 1.2013 -0.0094 -0.8% 1.2013
Range 0.0074 0.0106 0.0032 43.2% 0.0223
ATR 0.0093 0.0093 0.0001 1.0% 0.0000
Volume 73,033 160,116 87,083 119.2% 445,558
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2362 1.2294 1.2071
R3 1.2256 1.2188 1.2042
R2 1.2150 1.2150 1.2032
R1 1.2082 1.2082 1.2023 1.2063
PP 1.2044 1.2044 1.2044 1.2035
S1 1.1976 1.1976 1.2003 1.1957
S2 1.1938 1.1938 1.1994
S3 1.1832 1.1870 1.1984
S4 1.1726 1.1764 1.1955
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2752 1.2606 1.2136
R3 1.2529 1.2383 1.2074
R2 1.2306 1.2306 1.2054
R1 1.2160 1.2160 1.2033 1.2122
PP 1.2083 1.2083 1.2083 1.2064
S1 1.1937 1.1937 1.1993 1.1899
S2 1.1860 1.1860 1.1972
S3 1.1637 1.1714 1.1952
S4 1.1414 1.1491 1.1890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2237 1.2007 0.0230 1.9% 0.0077 0.6% 3% False True 95,575
10 1.2362 1.2007 0.0355 3.0% 0.0074 0.6% 2% False True 111,139
20 1.2579 1.2007 0.0572 4.8% 0.0100 0.8% 1% False True 141,044
40 1.2610 1.2007 0.0603 5.0% 0.0102 0.8% 1% False True 72,613
60 1.2896 1.2007 0.0889 7.4% 0.0103 0.9% 1% False True 48,796
80 1.3010 1.2007 0.1003 8.3% 0.0098 0.8% 1% False True 36,728
100 1.3420 1.2007 0.1413 11.8% 0.0088 0.7% 0% False True 29,412
120 1.3606 1.2007 0.1599 13.3% 0.0077 0.6% 0% False True 24,520
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 0.0015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2564
2.618 1.2391
1.618 1.2285
1.000 1.2219
0.618 1.2179
HIGH 1.2113
0.618 1.2073
0.500 1.2060
0.382 1.2047
LOW 1.2007
0.618 1.1941
1.000 1.1901
1.618 1.1835
2.618 1.1729
4.250 1.1557
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 1.2060 1.2102
PP 1.2044 1.2072
S1 1.2029 1.2043

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

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