CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 1.1340 1.1318 -0.0022 -0.2% 1.1162
High 1.1378 1.1376 -0.0002 0.0% 1.1436
Low 1.1294 1.1311 0.0017 0.2% 1.1117
Close 1.1307 1.1361 0.0054 0.5% 1.1307
Range 0.0084 0.0065 -0.0019 -22.6% 0.0319
ATR 0.0132 0.0127 -0.0004 -3.4% 0.0000
Volume 1,243 716 -527 -42.4% 12,001
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1544 1.1518 1.1397
R3 1.1479 1.1453 1.1379
R2 1.1414 1.1414 1.1373
R1 1.1388 1.1388 1.1367 1.1401
PP 1.1349 1.1349 1.1349 1.1356
S1 1.1323 1.1323 1.1355 1.1336
S2 1.1284 1.1284 1.1349
S3 1.1219 1.1258 1.1343
S4 1.1154 1.1193 1.1325
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2244 1.2094 1.1482
R3 1.1925 1.1775 1.1395
R2 1.1606 1.1606 1.1365
R1 1.1456 1.1456 1.1336 1.1531
PP 1.1287 1.1287 1.1287 1.1324
S1 1.1137 1.1137 1.1278 1.1212
S2 1.0968 1.0968 1.1249
S3 1.0649 1.0818 1.1219
S4 1.0330 1.0499 1.1132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1436 1.1240 0.0196 1.7% 0.0109 1.0% 62% False False 1,796
10 1.1695 1.1117 0.0578 5.1% 0.0156 1.4% 42% False False 1,928
20 1.1993 1.1117 0.0876 7.7% 0.0133 1.2% 28% False False 1,390
40 1.2582 1.1117 0.1465 12.9% 0.0113 1.0% 17% False False 853
60 1.2610 1.1117 0.1493 13.1% 0.0104 0.9% 16% False False 598
80 1.2865 1.1117 0.1748 15.4% 0.0097 0.9% 14% False False 462
100 1.3029 1.1117 0.1912 16.8% 0.0092 0.8% 13% False False 378
120 1.3430 1.1117 0.2313 20.4% 0.0082 0.7% 11% False False 316
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.1652
2.618 1.1546
1.618 1.1481
1.000 1.1441
0.618 1.1416
HIGH 1.1376
0.618 1.1351
0.500 1.1344
0.382 1.1336
LOW 1.1311
0.618 1.1271
1.000 1.1246
1.618 1.1206
2.618 1.1141
4.250 1.1035
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 1.1355 1.1351
PP 1.1349 1.1341
S1 1.1344 1.1331

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

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