CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 1.2344 1.2295 -0.0049 -0.4% 1.2480
High 1.2362 1.2312 -0.0050 -0.4% 1.2579
Low 1.2275 1.2229 -0.0046 -0.4% 1.2229
Close 1.2292 1.2235 -0.0057 -0.5% 1.2235
Range 0.0087 0.0083 -0.0004 -4.6% 0.0350
ATR 0.0112 0.0110 -0.0002 -1.8% 0.0000
Volume 218,920 168,084 -50,836 -23.2% 1,220,605
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2508 1.2454 1.2281
R3 1.2425 1.2371 1.2258
R2 1.2342 1.2342 1.2250
R1 1.2288 1.2288 1.2243 1.2274
PP 1.2259 1.2259 1.2259 1.2251
S1 1.2205 1.2205 1.2227 1.2191
S2 1.2176 1.2176 1.2220
S3 1.2093 1.2122 1.2212
S4 1.2010 1.2039 1.2189
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3398 1.3166 1.2428
R3 1.3048 1.2816 1.2331
R2 1.2698 1.2698 1.2299
R1 1.2466 1.2466 1.2267 1.2407
PP 1.2348 1.2348 1.2348 1.2318
S1 1.2116 1.2116 1.2203 1.2057
S2 1.1998 1.1998 1.2171
S3 1.1648 1.1766 1.2139
S4 1.1298 1.1416 1.2043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2579 1.2229 0.0350 2.9% 0.0113 0.9% 2% False True 244,121
10 1.2579 1.2229 0.0350 2.9% 0.0113 0.9% 2% False True 203,466
20 1.2579 1.2229 0.0350 2.9% 0.0112 0.9% 2% False True 107,797
40 1.2781 1.2229 0.0552 4.5% 0.0105 0.9% 1% False True 54,771
60 1.2896 1.2229 0.0667 5.5% 0.0107 0.9% 1% False True 36,821
80 1.3201 1.2229 0.0972 7.9% 0.0098 0.8% 1% False True 27,691
100 1.3446 1.2229 0.1217 9.9% 0.0085 0.7% 0% False True 22,177
120 1.3696 1.2229 0.1467 12.0% 0.0074 0.6% 0% False True 18,486
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2665
2.618 1.2529
1.618 1.2446
1.000 1.2395
0.618 1.2363
HIGH 1.2312
0.618 1.2280
0.500 1.2271
0.382 1.2261
LOW 1.2229
0.618 1.2178
1.000 1.2146
1.618 1.2095
2.618 1.2012
4.250 1.1876
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 1.2271 1.2376
PP 1.2259 1.2329
S1 1.2247 1.2282

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

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