CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 1.1487 1.1354 -0.0133 -1.2% 1.1162
High 1.1500 1.1513 0.0013 0.1% 1.1436
Low 1.1333 1.1320 -0.0013 -0.1% 1.1117
Close 1.1435 1.1491 0.0056 0.5% 1.1307
Range 0.0167 0.0193 0.0026 15.6% 0.0319
ATR 0.0136 0.0140 0.0004 3.0% 0.0000
Volume 2,896 2,684 -212 -7.3% 12,001
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.2020 1.1949 1.1597
R3 1.1827 1.1756 1.1544
R2 1.1634 1.1634 1.1526
R1 1.1563 1.1563 1.1509 1.1599
PP 1.1441 1.1441 1.1441 1.1459
S1 1.1370 1.1370 1.1473 1.1406
S2 1.1248 1.1248 1.1456
S3 1.1055 1.1177 1.1438
S4 1.0862 1.0984 1.1385
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 1.1546 1.1294 0.0252 2.2% 0.0143 1.2% 78% False False 1,628
10 1.1546 1.1117 0.0429 3.7% 0.0156 1.4% 87% False False 2,066
20 1.1888 1.1117 0.0771 6.7% 0.0149 1.3% 49% False False 1,610
40 1.2582 1.1117 0.1465 12.7% 0.0118 1.0% 26% False False 993
60 1.2610 1.1117 0.1493 13.0% 0.0108 0.9% 25% False False 698
80 1.2865 1.1117 0.1748 15.2% 0.0101 0.9% 21% False False 537
100 1.3029 1.1117 0.1912 16.6% 0.0096 0.8% 20% False False 439
120 1.3421 1.1117 0.2304 20.1% 0.0087 0.8% 16% False False 368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2333
2.618 1.2018
1.618 1.1825
1.000 1.1706
0.618 1.1632
HIGH 1.1513
0.618 1.1439
0.500 1.1417
0.382 1.1394
LOW 1.1320
0.618 1.1201
1.000 1.1127
1.618 1.1008
2.618 1.0815
4.250 1.0500
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 1.1466 1.1472
PP 1.1441 1.1452
S1 1.1417 1.1433

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

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