CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 1.2306 1.2242 -0.0064 -0.5% 1.2477
High 1.2322 1.2290 -0.0032 -0.3% 1.2582
Low 1.2242 1.2238 -0.0004 0.0% 1.2242
Close 1.2246 1.2241 -0.0005 0.0% 1.2246
Range 0.0080 0.0052 -0.0028 -35.0% 0.0340
ATR 0.0102 0.0098 -0.0004 -3.5% 0.0000
Volume 229 522 293 127.9% 2,594
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.2412 1.2379 1.2270
R3 1.2360 1.2327 1.2255
R2 1.2308 1.2308 1.2251
R1 1.2275 1.2275 1.2246 1.2266
PP 1.2256 1.2256 1.2256 1.2252
S1 1.2223 1.2223 1.2236 1.2214
S2 1.2204 1.2204 1.2231
S3 1.2152 1.2171 1.2227
S4 1.2100 1.2119 1.2212
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 1.3377 1.3151 1.2433
R3 1.3037 1.2811 1.2340
R2 1.2697 1.2697 1.2308
R1 1.2471 1.2471 1.2277 1.2414
PP 1.2357 1.2357 1.2357 1.2328
S1 1.2131 1.2131 1.2215 1.2074
S2 1.2017 1.2017 1.2184
S3 1.1677 1.1791 1.2153
S4 1.1337 1.1451 1.2059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2582 1.2238 0.0344 2.8% 0.0108 0.9% 1% False True 551
10 1.2582 1.2238 0.0344 2.8% 0.0102 0.8% 1% False True 427
20 1.2582 1.2238 0.0344 2.8% 0.0096 0.8% 1% False True 296
40 1.2781 1.2238 0.0543 4.4% 0.0090 0.7% 1% False True 182
60 1.2865 1.2238 0.0627 5.1% 0.0089 0.7% 0% False True 137
80 1.3220 1.2238 0.0982 8.0% 0.0082 0.7% 0% False True 108
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 False
Bull Hook False
Stretch 0.0013
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.2511
2.618 1.2426
1.618 1.2374
1.000 1.2342
0.618 1.2322
HIGH 1.2290
0.618 1.2270
0.500 1.2264
0.382 1.2258
LOW 1.2238
0.618 1.2206
1.000 1.2186
1.618 1.2154
2.618 1.2102
4.250 1.2017
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 1.2264 1.2302
PP 1.2256 1.2282
S1 1.2249 1.2261

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

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