CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 1.1354 1.1493 0.0139 1.2% 1.1318
High 1.1513 1.1493 -0.0020 -0.2% 1.1546
Low 1.1320 1.1328 0.0008 0.1% 1.1311
Close 1.1491 1.1335 -0.0156 -1.4% 1.1335
Range 0.0193 0.0165 -0.0028 -14.5% 0.0235
ATR 0.0140 0.0142 0.0002 1.3% 0.0000
Volume 2,684 1,765 -919 -34.2% 8,664
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1880 1.1773 1.1426
R3 1.1715 1.1608 1.1380
R2 1.1550 1.1550 1.1365
R1 1.1443 1.1443 1.1350 1.1414
PP 1.1385 1.1385 1.1385 1.1371
S1 1.1278 1.1278 1.1320 1.1249
S2 1.1220 1.1220 1.1305
S3 1.1055 1.1113 1.1290
S4 1.0890 1.0948 1.1244
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.2102 1.1954 1.1464
R3 1.1867 1.1719 1.1400
R2 1.1632 1.1632 1.1378
R1 1.1484 1.1484 1.1357 1.1558
PP 1.1397 1.1397 1.1397 1.1435
S1 1.1249 1.1249 1.1313 1.1323
S2 1.1162 1.1162 1.1292
S3 1.0927 1.1014 1.1270
S4 1.0692 1.0779 1.1206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1546 1.1311 0.0235 2.1% 0.0159 1.4% 10% False False 1,732
10 1.1546 1.1117 0.0429 3.8% 0.0147 1.3% 51% False False 2,066
20 1.1888 1.1117 0.0771 6.8% 0.0153 1.3% 28% False False 1,648
40 1.2582 1.1117 0.1465 12.9% 0.0118 1.0% 15% False False 1,032
60 1.2610 1.1117 0.1493 13.2% 0.0110 1.0% 15% False False 726
80 1.2865 1.1117 0.1748 15.4% 0.0101 0.9% 12% False False 559
100 1.3029 1.1117 0.1912 16.9% 0.0098 0.9% 11% False False 457
120 1.3386 1.1117 0.2269 20.0% 0.0088 0.8% 10% False False 382
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2194
2.618 1.1925
1.618 1.1760
1.000 1.1658
0.618 1.1595
HIGH 1.1493
0.618 1.1430
0.500 1.1411
0.382 1.1391
LOW 1.1328
0.618 1.1226
1.000 1.1163
1.618 1.1061
2.618 1.0896
4.250 1.0627
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 1.1411 1.1417
PP 1.1385 1.1389
S1 1.1360 1.1362

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

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