CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 1.3544 1.3536 -0.0008 -0.1% 1.3611
High 1.3544 1.3541 -0.0003 0.0% 1.3664
Low 1.3536 1.3535 -0.0001 0.0% 1.3605
Close 1.3538 1.3541 0.0003 0.0% 1.3625
Range 0.0008 0.0006 -0.0002 -25.0% 0.0059
ATR 0.0034 0.0032 -0.0002 -5.9% 0.0000
Volume 47 30 -17 -36.2% 226
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3557 1.3555 1.3544
R3 1.3551 1.3549 1.3543
R2 1.3545 1.3545 1.3542
R1 1.3543 1.3543 1.3542 1.3544
PP 1.3539 1.3539 1.3539 1.3540
S1 1.3537 1.3537 1.3540 1.3538
S2 1.3533 1.3533 1.3540
S3 1.3527 1.3531 1.3539
S4 1.3521 1.3525 1.3538
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.3808 1.3776 1.3657
R3 1.3749 1.3717 1.3641
R2 1.3690 1.3690 1.3636
R1 1.3658 1.3658 1.3630 1.3674
PP 1.3631 1.3631 1.3631 1.3640
S1 1.3599 1.3599 1.3620 1.3615
S2 1.3572 1.3572 1.3614
S3 1.3513 1.3540 1.3609
S4 1.3454 1.3481 1.3593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3637 1.3535 0.0102 0.8% 0.0012 0.1% 6% False True 28
10 1.3664 1.3535 0.0129 1.0% 0.0021 0.2% 5% False True 36
20 1.3710 1.3535 0.0175 1.3% 0.0017 0.1% 3% False True 27
40 1.3710 1.3530 0.0180 1.3% 0.0021 0.2% 6% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3567
2.618 1.3557
1.618 1.3551
1.000 1.3547
0.618 1.3545
HIGH 1.3541
0.618 1.3539
0.500 1.3538
0.382 1.3537
LOW 1.3535
0.618 1.3531
1.000 1.3529
1.618 1.3525
2.618 1.3519
4.250 1.3510
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 1.3540 1.3571
PP 1.3539 1.3561
S1 1.3538 1.3551

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

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