CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 1.2813 1.2758 -0.0055 -0.4% 1.2647
High 1.2850 1.2828 -0.0022 -0.2% 1.2896
Low 1.2764 1.2749 -0.0015 -0.1% 1.2638
Close 1.2787 1.2822 0.0035 0.3% 1.2787
Range 0.0086 0.0079 -0.0007 -8.1% 0.0258
ATR 0.0107 0.0105 -0.0002 -1.9% 0.0000
Volume 1,008 442 -566 -56.2% 5,338
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3037 1.3008 1.2865
R3 1.2958 1.2929 1.2844
R2 1.2879 1.2879 1.2836
R1 1.2850 1.2850 1.2829 1.2865
PP 1.2800 1.2800 1.2800 1.2807
S1 1.2771 1.2771 1.2815 1.2786
S2 1.2721 1.2721 1.2808
S3 1.2642 1.2692 1.2800
S4 1.2563 1.2613 1.2779
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.3548 1.3425 1.2929
R3 1.3290 1.3167 1.2858
R2 1.3032 1.3032 1.2834
R1 1.2909 1.2909 1.2811 1.2971
PP 1.2774 1.2774 1.2774 1.2804
S1 1.2651 1.2651 1.2763 1.2713
S2 1.2516 1.2516 1.2740
S3 1.2258 1.2393 1.2716
S4 1.2000 1.2135 1.2645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2896 1.2638 0.0258 2.0% 0.0131 1.0% 71% False False 1,039
10 1.2896 1.2601 0.0295 2.3% 0.0122 1.0% 75% False False 1,023
20 1.2916 1.2516 0.0400 3.1% 0.0108 0.8% 77% False False 812
40 1.3225 1.2516 0.0709 5.5% 0.0086 0.7% 43% False False 532
60 1.3453 1.2516 0.0937 7.3% 0.0067 0.5% 33% False False 394
80 1.3710 1.2516 0.1194 9.3% 0.0055 0.4% 26% False False 302
100 1.3710 1.2516 0.1194 9.3% 0.0049 0.4% 26% False False 244
120 1.3989 1.2516 0.1473 11.5% 0.0045 0.4% 21% False False 206
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0026
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3164
2.618 1.3035
1.618 1.2956
1.000 1.2907
0.618 1.2877
HIGH 1.2828
0.618 1.2798
0.500 1.2789
0.382 1.2779
LOW 1.2749
0.618 1.2700
1.000 1.2670
1.618 1.2621
2.618 1.2542
4.250 1.2413
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 1.2811 1.2812
PP 1.2800 1.2802
S1 1.2789 1.2793

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

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