CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 1.1371 1.1152 -0.0219 -1.9% 1.1571
High 1.1379 1.1300 -0.0079 -0.7% 1.1683
Low 1.1119 1.1102 -0.0017 -0.2% 1.1119
Close 1.1251 1.1272 0.0021 0.2% 1.1251
Range 0.0260 0.0198 -0.0062 -23.8% 0.0564
ATR 0.0139 0.0143 0.0004 3.0% 0.0000
Volume 394,723 219,755 -174,968 -44.3% 1,321,232
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.1819 1.1743 1.1381
R3 1.1621 1.1545 1.1326
R2 1.1423 1.1423 1.1308
R1 1.1347 1.1347 1.1290 1.1385
PP 1.1225 1.1225 1.1225 1.1244
S1 1.1149 1.1149 1.1254 1.1187
S2 1.1027 1.1027 1.1236
S3 1.0829 1.0951 1.1218
S4 1.0631 1.0753 1.1163
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.3043 1.2711 1.1561
R3 1.2479 1.2147 1.1406
R2 1.1915 1.1915 1.1354
R1 1.1583 1.1583 1.1303 1.1467
PP 1.1351 1.1351 1.1351 1.1293
S1 1.1019 1.1019 1.1199 1.0903
S2 1.0787 1.0787 1.1148
S3 1.0223 1.0455 1.1096
S4 0.9659 0.9891 1.0941
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1683 1.1102 0.0581 5.2% 0.0208 1.8% 29% False True 308,197
10 1.1878 1.1102 0.0776 6.9% 0.0177 1.6% 22% False True 315,483
20 1.2237 1.1102 0.1135 10.1% 0.0130 1.2% 15% False True 245,415
40 1.2579 1.1102 0.1477 13.1% 0.0117 1.0% 12% False True 182,510
60 1.2781 1.1102 0.1679 14.9% 0.0113 1.0% 10% False True 122,396
80 1.2896 1.1102 0.1794 15.9% 0.0112 1.0% 9% False True 92,030
100 1.3175 1.1102 0.2073 18.4% 0.0105 0.9% 8% False True 73,699
120 1.3436 1.1102 0.2334 20.7% 0.0093 0.8% 7% False True 61,434
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2142
2.618 1.1818
1.618 1.1620
1.000 1.1498
0.618 1.1422
HIGH 1.1300
0.618 1.1224
0.500 1.1201
0.382 1.1178
LOW 1.1102
0.618 1.0980
1.000 1.0904
1.618 1.0782
2.618 1.0584
4.250 1.0261
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 1.1248 1.1385
PP 1.1225 1.1347
S1 1.1201 1.1310

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

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