CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 1.3172 1.3190 0.0018 0.1% 1.3410
High 1.3225 1.3201 -0.0024 -0.2% 1.3410
Low 1.3172 1.3178 0.0006 0.0% 1.3239
Close 1.3213 1.3201 -0.0012 -0.1% 1.3256
Range 0.0053 0.0023 -0.0030 -56.6% 0.0171
ATR 0.0040 0.0039 0.0000 -0.9% 0.0000
Volume 31 48 17 54.8% 151
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3262 1.3255 1.3214
R3 1.3239 1.3232 1.3207
R2 1.3216 1.3216 1.3205
R1 1.3209 1.3209 1.3203 1.3213
PP 1.3193 1.3193 1.3193 1.3195
S1 1.3186 1.3186 1.3199 1.3190
S2 1.3170 1.3170 1.3197
S3 1.3147 1.3163 1.3195
S4 1.3124 1.3140 1.3188
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.3815 1.3706 1.3350
R3 1.3644 1.3535 1.3303
R2 1.3473 1.3473 1.3287
R1 1.3364 1.3364 1.3272 1.3333
PP 1.3302 1.3302 1.3302 1.3286
S1 1.3193 1.3193 1.3240 1.3162
S2 1.3131 1.3131 1.3225
S3 1.2960 1.3022 1.3209
S4 1.2789 1.2851 1.3162
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3276 1.3172 0.0104 0.8% 0.0032 0.2% 28% False False 37
10 1.3412 1.3172 0.0240 1.8% 0.0032 0.2% 12% False False 155
20 1.3446 1.3172 0.0274 2.1% 0.0033 0.2% 11% False False 122
40 1.3664 1.3172 0.0492 3.7% 0.0025 0.2% 6% False False 77
60 1.3710 1.3172 0.0538 4.1% 0.0025 0.2% 5% False False 55
80 1.3989 1.3172 0.0817 6.2% 0.0025 0.2% 4% False False 45
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3299
2.618 1.3261
1.618 1.3238
1.000 1.3224
0.618 1.3215
HIGH 1.3201
0.618 1.3192
0.500 1.3190
0.382 1.3187
LOW 1.3178
0.618 1.3164
1.000 1.3155
1.618 1.3141
2.618 1.3118
4.250 1.3080
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 1.3197 1.3200
PP 1.3193 1.3199
S1 1.3190 1.3199

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

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