CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 1.1806 1.1656 -0.0150 -1.3% 1.1877
High 1.1806 1.1668 -0.0138 -1.2% 1.1888
Low 1.1592 1.1491 -0.0101 -0.9% 1.1491
Close 1.1634 1.1603 -0.0031 -0.3% 1.1603
Range 0.0214 0.0177 -0.0037 -17.3% 0.0397
ATR 0.0099 0.0105 0.0006 5.6% 0.0000
Volume 485 2,313 1,828 376.9% 4,601
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2118 1.2038 1.1700
R3 1.1941 1.1861 1.1652
R2 1.1764 1.1764 1.1635
R1 1.1684 1.1684 1.1619 1.1636
PP 1.1587 1.1587 1.1587 1.1563
S1 1.1507 1.1507 1.1587 1.1459
S2 1.1410 1.1410 1.1571
S3 1.1233 1.1330 1.1554
S4 1.1056 1.1153 1.1506
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2852 1.2624 1.1821
R3 1.2455 1.2227 1.1712
R2 1.2058 1.2058 1.1676
R1 1.1830 1.1830 1.1639 1.1746
PP 1.1661 1.1661 1.1661 1.1618
S1 1.1433 1.1433 1.1567 1.1349
S2 1.1264 1.1264 1.1530
S3 1.0867 1.1036 1.1494
S4 1.0470 1.0639 1.1385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1888 1.1491 0.0397 3.4% 0.0137 1.2% 28% False True 920
10 1.1993 1.1491 0.0502 4.3% 0.0111 1.0% 22% False True 852
20 1.2366 1.1491 0.0875 7.5% 0.0088 0.8% 13% False True 556
40 1.2610 1.1491 0.1119 9.6% 0.0094 0.8% 10% False True 401
60 1.2781 1.1491 0.1290 11.1% 0.0088 0.8% 9% False True 288
80 1.2871 1.1491 0.1380 11.9% 0.0089 0.8% 8% False True 229
100 1.3240 1.1491 0.1749 15.1% 0.0082 0.7% 6% False True 186
Crabel Price Patterns
NR True
NR4 False
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2420
2.618 1.2131
1.618 1.1954
1.000 1.1845
0.618 1.1777
HIGH 1.1668
0.618 1.1600
0.500 1.1580
0.382 1.1559
LOW 1.1491
0.618 1.1382
1.000 1.1314
1.618 1.1205
2.618 1.1028
4.250 1.0739
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 1.1595 1.1678
PP 1.1587 1.1653
S1 1.1580 1.1628

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

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