CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 1.1394 1.1350 -0.0044 -0.4% 1.1412
High 1.1409 1.1369 -0.0040 -0.4% 1.1466
Low 1.1312 1.1304 -0.0008 -0.1% 1.1295
Close 1.1349 1.1351 0.0002 0.0% 1.1413
Range 0.0097 0.0065 -0.0032 -33.0% 0.0171
ATR 0.0118 0.0114 -0.0004 -3.2% 0.0000
Volume 3,136 2,699 -437 -13.9% 5,738
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1536 1.1509 1.1387
R3 1.1471 1.1444 1.1369
R2 1.1406 1.1406 1.1363
R1 1.1379 1.1379 1.1357 1.1393
PP 1.1341 1.1341 1.1341 1.1348
S1 1.1314 1.1314 1.1345 1.1328
S2 1.1276 1.1276 1.1339
S3 1.1211 1.1249 1.1333
S4 1.1146 1.1184 1.1315
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1904 1.1830 1.1507
R3 1.1733 1.1659 1.1460
R2 1.1562 1.1562 1.1444
R1 1.1488 1.1488 1.1429 1.1525
PP 1.1391 1.1391 1.1391 1.1410
S1 1.1317 1.1317 1.1397 1.1354
S2 1.1220 1.1220 1.1382
S3 1.1049 1.1146 1.1366
S4 1.0878 1.0975 1.1319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1466 1.1295 0.0171 1.5% 0.0096 0.8% 33% False False 2,125
10 1.1466 1.1293 0.0173 1.5% 0.0091 0.8% 34% False False 1,673
20 1.1546 1.1240 0.0306 2.7% 0.0114 1.0% 36% False False 1,790
40 1.2234 1.1117 0.1117 9.8% 0.0118 1.0% 21% False False 1,395
60 1.2582 1.1117 0.1465 12.9% 0.0110 1.0% 16% False False 1,023
80 1.2778 1.1117 0.1661 14.6% 0.0104 0.9% 14% False False 792
100 1.2865 1.1117 0.1748 15.4% 0.0101 0.9% 13% False False 642
120 1.3189 1.1117 0.2072 18.3% 0.0094 0.8% 11% False False 539
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1645
2.618 1.1539
1.618 1.1474
1.000 1.1434
0.618 1.1409
HIGH 1.1369
0.618 1.1344
0.500 1.1337
0.382 1.1329
LOW 1.1304
0.618 1.1264
1.000 1.1239
1.618 1.1199
2.618 1.1134
4.250 1.1028
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 1.1346 1.1368
PP 1.1341 1.1362
S1 1.1337 1.1357

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

View Archives - Comment on this page... - Back to Index of Symbols