CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 1.2801 1.2765 -0.0036 -0.3% 1.2886
High 1.2801 1.2778 -0.0023 -0.2% 1.2903
Low 1.2738 1.2711 -0.0027 -0.2% 1.2711
Close 1.2777 1.2711 -0.0066 -0.5% 1.2711
Range 0.0063 0.0067 0.0004 6.3% 0.0192
ATR 0.0056 0.0057 0.0001 1.4% 0.0000
Volume 72 71 -1 -1.4% 192
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.2934 1.2890 1.2748
R3 1.2867 1.2823 1.2729
R2 1.2800 1.2800 1.2723
R1 1.2756 1.2756 1.2717 1.2745
PP 1.2733 1.2733 1.2733 1.2728
S1 1.2689 1.2689 1.2705 1.2678
S2 1.2666 1.2666 1.2699
S3 1.2599 1.2622 1.2693
S4 1.2532 1.2555 1.2674
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.3351 1.3223 1.2817
R3 1.3159 1.3031 1.2764
R2 1.2967 1.2967 1.2746
R1 1.2839 1.2839 1.2729 1.2807
PP 1.2775 1.2775 1.2775 1.2759
S1 1.2647 1.2647 1.2693 1.2615
S2 1.2583 1.2583 1.2676
S3 1.2391 1.2455 1.2658
S4 1.2199 1.2263 1.2605
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2903 1.2711 0.0192 1.5% 0.0051 0.4% 0% False True 38
10 1.3029 1.2711 0.0318 2.5% 0.0057 0.4% 0% False True 29
20 1.3220 1.2711 0.0509 4.0% 0.0059 0.5% 0% False True 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3063
2.618 1.2953
1.618 1.2886
1.000 1.2845
0.618 1.2819
HIGH 1.2778
0.618 1.2752
0.500 1.2745
0.382 1.2737
LOW 1.2711
0.618 1.2670
1.000 1.2644
1.618 1.2603
2.618 1.2536
4.250 1.2426
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 1.2745 1.2791
PP 1.2733 1.2764
S1 1.2722 1.2738

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

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