CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 1.1377 1.1209 -0.0168 -1.5% 1.1394
High 1.1392 1.1260 -0.0132 -1.2% 1.1409
Low 1.1198 1.1190 -0.0008 -0.1% 1.1190
Close 1.1211 1.1208 -0.0003 0.0% 1.1208
Range 0.0194 0.0070 -0.0124 -63.9% 0.0219
ATR 0.0116 0.0112 -0.0003 -2.8% 0.0000
Volume 1,649 8,267 6,618 401.3% 18,403
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1429 1.1389 1.1247
R3 1.1359 1.1319 1.1227
R2 1.1289 1.1289 1.1221
R1 1.1249 1.1249 1.1214 1.1234
PP 1.1219 1.1219 1.1219 1.1212
S1 1.1179 1.1179 1.1202 1.1164
S2 1.1149 1.1149 1.1195
S3 1.1079 1.1109 1.1189
S4 1.1009 1.1039 1.1170
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1926 1.1786 1.1328
R3 1.1707 1.1567 1.1268
R2 1.1488 1.1488 1.1248
R1 1.1348 1.1348 1.1228 1.1309
PP 1.1269 1.1269 1.1269 1.1249
S1 1.1129 1.1129 1.1188 1.1090
S2 1.1050 1.1050 1.1168
S3 1.0831 1.0910 1.1148
S4 1.0612 1.0691 1.1088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1409 1.1190 0.0219 2.0% 0.0095 0.9% 8% False True 3,680
10 1.1466 1.1190 0.0276 2.5% 0.0098 0.9% 7% False True 2,557
20 1.1546 1.1190 0.0356 3.2% 0.0110 1.0% 5% False True 2,068
40 1.2185 1.1117 0.1068 9.5% 0.0122 1.1% 9% False False 1,700
60 1.2582 1.1117 0.1465 13.1% 0.0112 1.0% 6% False False 1,228
80 1.2610 1.1117 0.1493 13.3% 0.0105 0.9% 6% False False 944
100 1.2865 1.1117 0.1748 15.6% 0.0101 0.9% 5% False False 765
120 1.3029 1.1117 0.1912 17.1% 0.0095 0.8% 5% False False 644
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1558
2.618 1.1443
1.618 1.1373
1.000 1.1330
0.618 1.1303
HIGH 1.1260
0.618 1.1233
0.500 1.1225
0.382 1.1217
LOW 1.1190
0.618 1.1147
1.000 1.1120
1.618 1.1077
2.618 1.1007
4.250 1.0893
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 1.1225 1.1296
PP 1.1219 1.1267
S1 1.1214 1.1237

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

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