CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	1.1226	1.1227	0.0001	0.0%	1.1393
High	1.1280	1.1235	-0.0045	-0.4%	1.1417
Low	1.1219	1.1227	0.0008	0.1%	1.1251
Close	1.1243	1.1235	-0.0008	-0.1%	1.1251
Range	0.0061	0.0008	-0.0053	-86.9%	0.0166
ATR	0.0066	0.0063	-0.0004	-5.4%	0.0000
Volume	1	6	5	500.0%	40

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1256	1.1254	1.1239
R3	1.1248	1.1246	1.1237
R2	1.1240	1.1240	1.1236
R1	1.1238	1.1238	1.1236	1.1239
PP	1.1232	1.1232	1.1232	1.1233
S1	1.1230	1.1230	1.1234	1.1231
S2	1.1224	1.1224	1.1234
S3	1.1216	1.1222	1.1233
S4	1.1208	1.1214	1.1231

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1804	1.1694	1.1342
R3	1.1638	1.1528	1.1297
R2	1.1472	1.1472	1.1281
R1	1.1362	1.1362	1.1266	1.1334
PP	1.1306	1.1306	1.1306	1.1293
S1	1.1196	1.1196	1.1236	1.1168
S2	1.1140	1.1140	1.1221
S3	1.0974	1.1030	1.1205
S4	1.0808	1.0864	1.1160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1417	1.1219	0.0198	1.8%	0.0049	0.4%	8%	False	False	8
10	1.1477	1.1219	0.0258	2.3%	0.0045	0.4%	6%	False	False	5
20	1.1542	1.1219	0.0323	2.9%	0.0051	0.5%	5%	False	False	12

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0001
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.1269
2.618	1.1256
1.618	1.1248
1.000	1.1243
0.618	1.1240
HIGH	1.1235
0.618	1.1232
0.500	1.1231
0.382	1.1230
LOW	1.1227
0.618	1.1222
1.000	1.1219
1.618	1.1214
2.618	1.1206
4.250	1.1193

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	1.1234	1.1250
PP	1.1232	1.1245
S1	1.1231	1.1240

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols