CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 1.0584 1.0616 0.0032 0.3% 1.0866
High 1.0720 1.0655 -0.0065 -0.6% 1.0930
Low 1.0535 1.0494 -0.0041 -0.4% 1.0494
Close 1.0627 1.0500 -0.0127 -1.2% 1.0500
Range 0.0185 0.0161 -0.0024 -13.0% 0.0436
ATR 0.0116 0.0119 0.0003 2.8% 0.0000
Volume 812 497 -315 -38.8% 1,841
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1033 1.0927 1.0589
R3 1.0872 1.0766 1.0544
R2 1.0711 1.0711 1.0530
R1 1.0605 1.0605 1.0515 1.0578
PP 1.0550 1.0550 1.0550 1.0536
S1 1.0444 1.0444 1.0485 1.0417
S2 1.0389 1.0389 1.0470
S3 1.0228 1.0283 1.0456
S4 1.0067 1.0122 1.0411
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1949 1.1661 1.0740
R3 1.1513 1.1225 1.0620
R2 1.1077 1.1077 1.0580
R1 1.0789 1.0789 1.0540 1.0715
PP 1.0641 1.0641 1.0641 1.0605
S1 1.0353 1.0353 1.0460 1.0279
S2 1.0205 1.0205 1.0420
S3 0.9769 0.9917 1.0380
S4 0.9333 0.9481 1.0260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0930 1.0494 0.0436 4.2% 0.0152 1.4% 1% False True 368
10 1.1269 1.0494 0.0775 7.4% 0.0127 1.2% 1% False True 277
20 1.1480 1.0494 0.0986 9.4% 0.0106 1.0% 1% False True 175
40 1.1777 1.0494 0.1283 12.2% 0.0113 1.1% 0% False True 149
60 1.2564 1.0494 0.2070 19.7% 0.0096 0.9% 0% False True 114
80 1.2610 1.0494 0.2116 20.2% 0.0081 0.8% 0% False True 87
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1339
2.618 1.1076
1.618 1.0915
1.000 1.0816
0.618 1.0754
HIGH 1.0655
0.618 1.0593
0.500 1.0575
0.382 1.0556
LOW 1.0494
0.618 1.0395
1.000 1.0333
1.618 1.0234
2.618 1.0073
4.250 0.9810
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 1.0575 1.0621
PP 1.0550 1.0580
S1 1.0525 1.0540

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

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