CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 1.1280 1.1330 0.0050 0.4% 1.1152
High 1.1372 1.1368 -0.0004 0.0% 1.1428
Low 1.1266 1.1281 0.0015 0.1% 1.1102
Close 1.1317 1.1296 -0.0021 -0.2% 1.1296
Range 0.0106 0.0087 -0.0019 -17.9% 0.0326
ATR 0.0142 0.0138 -0.0004 -2.8% 0.0000
Volume 209,566 205,388 -4,178 -2.0% 1,158,820
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.1576 1.1523 1.1344
R3 1.1489 1.1436 1.1320
R2 1.1402 1.1402 1.1312
R1 1.1349 1.1349 1.1304 1.1332
PP 1.1315 1.1315 1.1315 1.1307
S1 1.1262 1.1262 1.1288 1.1245
S2 1.1228 1.1228 1.1280
S3 1.1141 1.1175 1.1272
S4 1.1054 1.1088 1.1248
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2253 1.2101 1.1475
R3 1.1927 1.1775 1.1386
R2 1.1601 1.1601 1.1356
R1 1.1449 1.1449 1.1326 1.1525
PP 1.1275 1.1275 1.1275 1.1314
S1 1.1123 1.1123 1.1266 1.1199
S2 1.0949 1.0949 1.1236
S3 1.0623 1.0797 1.1206
S4 1.0297 1.0471 1.1117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1428 1.1102 0.0326 2.9% 0.0139 1.2% 60% False False 231,764
10 1.1683 1.1102 0.0581 5.1% 0.0173 1.5% 33% False False 283,203
20 1.2113 1.1102 0.1011 9.0% 0.0141 1.2% 19% False False 276,480
40 1.2579 1.1102 0.1477 13.1% 0.0120 1.1% 13% False False 205,140
60 1.2610 1.1102 0.1508 13.3% 0.0114 1.0% 13% False False 137,925
80 1.2896 1.1102 0.1794 15.9% 0.0112 1.0% 11% False False 103,728
100 1.3010 1.1102 0.1908 16.9% 0.0106 0.9% 10% False False 83,080
120 1.3420 1.1102 0.2318 20.5% 0.0096 0.8% 8% False False 69,258
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 0.0024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1738
2.618 1.1596
1.618 1.1509
1.000 1.1455
0.618 1.1422
HIGH 1.1368
0.618 1.1335
0.500 1.1325
0.382 1.1314
LOW 1.1281
0.618 1.1227
1.000 1.1194
1.618 1.1140
2.618 1.1053
4.250 1.0911
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 1.1325 1.1327
PP 1.1315 1.1317
S1 1.1306 1.1306

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

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