CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 1.1342 1.1365 0.0023 0.2% 1.1402
High 1.1392 1.1382 -0.0010 -0.1% 1.1454
Low 1.1338 1.1185 -0.0153 -1.3% 1.1281
Close 1.1362 1.1199 -0.0163 -1.4% 1.1399
Range 0.0054 0.0197 0.0143 264.8% 0.0173
ATR 0.0114 0.0120 0.0006 5.2% 0.0000
Volume 113,495 238,671 125,176 110.3% 819,883
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1846 1.1720 1.1307
R3 1.1649 1.1523 1.1253
R2 1.1452 1.1452 1.1235
R1 1.1326 1.1326 1.1217 1.1291
PP 1.1255 1.1255 1.1255 1.1238
S1 1.1129 1.1129 1.1181 1.1094
S2 1.1058 1.1058 1.1163
S3 1.0861 1.0932 1.1145
S4 1.0664 1.0735 1.1091
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 1.1434 1.1185 0.0249 2.2% 0.0115 1.0% 6% False True 187,365
10 1.1454 1.1185 0.0269 2.4% 0.0106 0.9% 5% False True 182,644
20 1.1539 1.1185 0.0354 3.2% 0.0116 1.0% 4% False True 189,181
40 1.2196 1.1102 0.1094 9.8% 0.0127 1.1% 9% False False 227,077
60 1.2579 1.1102 0.1477 13.2% 0.0118 1.1% 7% False False 193,244
80 1.2625 1.1102 0.1523 13.6% 0.0115 1.0% 6% False False 145,629
100 1.2896 1.1102 0.1794 16.0% 0.0114 1.0% 5% False False 116,688
120 1.3010 1.1102 0.1908 17.0% 0.0107 1.0% 5% False False 97,312
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 0.0028
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2219
2.618 1.1898
1.618 1.1701
1.000 1.1579
0.618 1.1504
HIGH 1.1382
0.618 1.1307
0.500 1.1284
0.382 1.1260
LOW 1.1185
0.618 1.1063
1.000 1.0988
1.618 1.0866
2.618 1.0669
4.250 1.0348
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 1.1284 1.1289
PP 1.1255 1.1259
S1 1.1227 1.1229

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

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