CME Euro FX (E) Future March 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 1.2229 1.2189 -0.0040 -0.3% 1.2231
High 1.2237 1.2230 -0.0007 -0.1% 1.2281
Low 1.2176 1.2151 -0.0025 -0.2% 1.2173
Close 1.2185 1.2165 -0.0020 -0.2% 1.2185
Range 0.0061 0.0079 0.0018 29.5% 0.0108
ATR 0.0098 0.0096 -0.0001 -1.4% 0.0000
Volume 32,318 100,616 68,298 211.3% 278,829
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2419 1.2371 1.2208
R3 1.2340 1.2292 1.2187
R2 1.2261 1.2261 1.2179
R1 1.2213 1.2213 1.2172 1.2198
PP 1.2182 1.2182 1.2182 1.2174
S1 1.2134 1.2134 1.2158 1.2119
S2 1.2103 1.2103 1.2151
S3 1.2024 1.2055 1.2143
S4 1.1945 1.1976 1.2122
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2537 1.2469 1.2244
R3 1.2429 1.2361 1.2215
R2 1.2321 1.2321 1.2205
R1 1.2253 1.2253 1.2195 1.2233
PP 1.2213 1.2213 1.2213 1.2203
S1 1.2145 1.2145 1.2175 1.2125
S2 1.2105 1.2105 1.2165
S3 1.1997 1.2037 1.2155
S4 1.1889 1.1929 1.2126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2281 1.2151 0.0130 1.1% 0.0065 0.5% 11% False True 75,889
10 1.2579 1.2151 0.0428 3.5% 0.0089 0.7% 3% False True 160,005
20 1.2579 1.2151 0.0428 3.5% 0.0102 0.8% 3% False True 125,576
40 1.2625 1.2151 0.0474 3.9% 0.0103 0.8% 3% False True 64,181
60 1.2896 1.2151 0.0745 6.1% 0.0106 0.9% 2% False True 43,096
80 1.3010 1.2151 0.0859 7.1% 0.0098 0.8% 2% False True 32,430
100 1.3436 1.2151 0.1285 10.6% 0.0087 0.7% 1% False True 25,966
120 1.3664 1.2151 0.1513 12.4% 0.0075 0.6% 1% False True 21,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2566
2.618 1.2437
1.618 1.2358
1.000 1.2309
0.618 1.2279
HIGH 1.2230
0.618 1.2200
0.500 1.2191
0.382 1.2181
LOW 1.2151
0.618 1.2102
1.000 1.2072
1.618 1.2023
2.618 1.1944
4.250 1.1815
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 1.2191 1.2194
PP 1.2182 1.2184
S1 1.2174 1.2175

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

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