CME Euro FX (E) Future December 2015

Trading Metrics calculated at close of trading on 19-Mar-2015

Day Change Summary
	Previous	Current
	18-Mar-2015	19-Mar-2015	Change	Change %	Previous Week
Open	1.0680	1.0890	0.0210	2.0%	1.0879
High	1.1040	1.0945	-0.0095	-0.9%	1.0916
Low	1.0665	1.0670	0.0005	0.0%	1.0520
Close	1.0793	1.0691	-0.0102	-0.9%	1.0524
Range	0.0375	0.0275	-0.0100	-26.7%	0.0396
ATR	0.0118	0.0130	0.0011	9.5%	0.0000
Volume	62	69	7	11.3%	260

Daily Pivots for day following 19-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1594	1.1417	1.0842
R3	1.1319	1.1142	1.0767
R2	1.1044	1.1044	1.0741
R1	1.0867	1.0867	1.0716	1.0818
PP	1.0769	1.0769	1.0769	1.0744
S1	1.0592	1.0592	1.0666	1.0543
S2	1.0494	1.0494	1.0641
S3	1.0219	1.0317	1.0615
S4	0.9944	1.0042	1.0540

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1841	1.1579	1.0742
R3	1.1445	1.1183	1.0633
R2	1.1049	1.1049	1.0597
R1	1.0787	1.0787	1.0560	1.0720
PP	1.0653	1.0653	1.0653	1.0620
S1	1.0391	1.0391	1.0488	1.0324
S2	1.0257	1.0257	1.0451
S3	0.9861	0.9995	1.0415
S4	0.9465	0.9599	1.0306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1040	1.0520	0.0520	4.9%	0.0198	1.9%	33%	False	False	48
10	1.1101	1.0520	0.0581	5.4%	0.0159	1.5%	29%	False	False	45
20	1.1477	1.0520	0.0957	9.0%	0.0105	1.0%	18%	False	False	28

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2114
2.618	1.1665
1.618	1.1390
1.000	1.1220
0.618	1.1115
HIGH	1.0945
0.618	1.0840
0.500	1.0808
0.382	1.0775
LOW	1.0670
0.618	1.0500
1.000	1.0395
1.618	1.0225
2.618	0.9950
4.250	0.9501

Fisher Pivots for day following 19-Mar-2015
Pivot	1 day	3 day
R1	1.0808	1.0820
PP	1.0769	1.0777
S1	1.0730	1.0734

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