CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 1.1338 1.1342 0.0004 0.0% 1.1402
High 1.1361 1.1392 0.0031 0.3% 1.1454
Low 1.1290 1.1338 0.0048 0.4% 1.1281
Close 1.1339 1.1362 0.0023 0.2% 1.1399
Range 0.0071 0.0054 -0.0017 -23.9% 0.0173
ATR 0.0119 0.0114 -0.0005 -3.9% 0.0000
Volume 174,651 113,495 -61,156 -35.0% 819,883
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1526 1.1498 1.1392
R3 1.1472 1.1444 1.1377
R2 1.1418 1.1418 1.1372
R1 1.1390 1.1390 1.1367 1.1404
PP 1.1364 1.1364 1.1364 1.1371
S1 1.1336 1.1336 1.1357 1.1350
S2 1.1310 1.1310 1.1352
S3 1.1256 1.1282 1.1347
S4 1.1202 1.1228 1.1332
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1897 1.1821 1.1494
R3 1.1724 1.1648 1.1447
R2 1.1551 1.1551 1.1431
R1 1.1475 1.1475 1.1415 1.1427
PP 1.1378 1.1378 1.1378 1.1354
S1 1.1302 1.1302 1.1383 1.1254
S2 1.1205 1.1205 1.1367
S3 1.1032 1.1129 1.1351
S4 1.0859 1.0956 1.1304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1454 1.1281 0.0173 1.5% 0.0095 0.8% 47% False False 169,624
10 1.1454 1.1281 0.0173 1.5% 0.0094 0.8% 47% False False 172,468
20 1.1539 1.1266 0.0273 2.4% 0.0111 1.0% 35% False False 188,353
40 1.2230 1.1102 0.1128 9.9% 0.0124 1.1% 23% False False 223,626
60 1.2579 1.1102 0.1477 13.0% 0.0117 1.0% 18% False False 189,416
80 1.2649 1.1102 0.1547 13.6% 0.0114 1.0% 17% False False 142,653
100 1.2896 1.1102 0.1794 15.8% 0.0113 1.0% 14% False False 114,309
120 1.3170 1.1102 0.2068 18.2% 0.0108 0.9% 13% False False 95,324
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.1622
2.618 1.1533
1.618 1.1479
1.000 1.1446
0.618 1.1425
HIGH 1.1392
0.618 1.1371
0.500 1.1365
0.382 1.1359
LOW 1.1338
0.618 1.1305
1.000 1.1284
1.618 1.1251
2.618 1.1197
4.250 1.1109
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 1.1365 1.1356
PP 1.1364 1.1350
S1 1.1363 1.1344

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

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