CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 1.1402 1.1413 0.0011 0.1% 1.1319
High 1.1452 1.1419 -0.0033 -0.3% 1.1447
Low 1.1325 1.1337 0.0012 0.1% 1.1275
Close 1.1417 1.1384 -0.0033 -0.3% 1.1395
Range 0.0127 0.0082 -0.0045 -35.4% 0.0172
ATR 0.0127 0.0124 -0.0003 -2.5% 0.0000
Volume 225,777 161,069 -64,708 -28.7% 804,930
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1626 1.1587 1.1429
R3 1.1544 1.1505 1.1407
R2 1.1462 1.1462 1.1399
R1 1.1423 1.1423 1.1392 1.1402
PP 1.1380 1.1380 1.1380 1.1369
S1 1.1341 1.1341 1.1376 1.1320
S2 1.1298 1.1298 1.1369
S3 1.1216 1.1259 1.1361
S4 1.1134 1.1177 1.1339
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1888 1.1814 1.1490
R3 1.1716 1.1642 1.1442
R2 1.1544 1.1544 1.1427
R1 1.1470 1.1470 1.1411 1.1507
PP 1.1372 1.1372 1.1372 1.1391
S1 1.1298 1.1298 1.1379 1.1335
S2 1.1200 1.1200 1.1363
S3 1.1028 1.1126 1.1348
S4 1.0856 1.0954 1.1300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1452 1.1283 0.0169 1.5% 0.0092 0.8% 60% False False 175,313
10 1.1503 1.1275 0.0228 2.0% 0.0116 1.0% 48% False False 181,867
20 1.1683 1.1102 0.0581 5.1% 0.0144 1.3% 49% False False 224,233
40 1.2312 1.1102 0.1210 10.6% 0.0120 1.1% 23% False False 213,596
60 1.2584 1.1102 0.1482 13.0% 0.0117 1.0% 19% False False 175,565
80 1.2781 1.1102 0.1679 14.7% 0.0112 1.0% 17% False False 132,096
100 1.2896 1.1102 0.1794 15.8% 0.0112 1.0% 16% False False 105,855
120 1.3225 1.1102 0.2123 18.6% 0.0105 0.9% 13% False False 88,259
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1768
2.618 1.1634
1.618 1.1552
1.000 1.1501
0.618 1.1470
HIGH 1.1419
0.618 1.1388
0.500 1.1378
0.382 1.1368
LOW 1.1337
0.618 1.1286
1.000 1.1255
1.618 1.1204
2.618 1.1122
4.250 1.0989
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 1.1382 1.1389
PP 1.1380 1.1387
S1 1.1378 1.1386

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

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