CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 1.1962 1.1880 -0.0082 -0.7% 1.2199
High 1.1985 1.1914 -0.0071 -0.6% 1.2234
Low 1.1905 1.1823 -0.0082 -0.7% 1.2020
Close 1.1933 1.1869 -0.0064 -0.5% 1.2025
Range 0.0080 0.0091 0.0011 13.8% 0.0214
ATR 0.0087 0.0088 0.0002 1.9% 0.0000
Volume 818 546 -272 -33.3% 1,113
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2142 1.2096 1.1919
R3 1.2051 1.2005 1.1894
R2 1.1960 1.1960 1.1886
R1 1.1914 1.1914 1.1877 1.1892
PP 1.1869 1.1869 1.1869 1.1857
S1 1.1823 1.1823 1.1861 1.1801
S2 1.1778 1.1778 1.1852
S3 1.1687 1.1732 1.1844
S4 1.1596 1.1641 1.1819
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2735 1.2594 1.2143
R3 1.2521 1.2380 1.2084
R2 1.2307 1.2307 1.2064
R1 1.2166 1.2166 1.2045 1.2130
PP 1.2093 1.2093 1.2093 1.2075
S1 1.1952 1.1952 1.2005 1.1916
S2 1.1879 1.1879 1.1986
S3 1.1665 1.1738 1.1966
S4 1.1451 1.1524 1.1907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2185 1.1823 0.0362 3.0% 0.0083 0.7% 13% False True 514
10 1.2256 1.1823 0.0433 3.6% 0.0070 0.6% 11% False True 324
20 1.2582 1.1823 0.0759 6.4% 0.0086 0.7% 6% False True 375
40 1.2610 1.1823 0.0787 6.6% 0.0088 0.7% 6% False True 242
60 1.2865 1.1823 0.1042 8.8% 0.0084 0.7% 4% False True 180
80 1.3029 1.1823 0.1206 10.2% 0.0083 0.7% 4% False True 147
100 1.3421 1.1823 0.1598 13.5% 0.0074 0.6% 3% False True 119
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2301
2.618 1.2152
1.618 1.2061
1.000 1.2005
0.618 1.1970
HIGH 1.1914
0.618 1.1879
0.500 1.1869
0.382 1.1858
LOW 1.1823
0.618 1.1767
1.000 1.1732
1.618 1.1676
2.618 1.1585
4.250 1.1436
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 1.1869 1.1908
PP 1.1869 1.1895
S1 1.1869 1.1882

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

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