CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 1.1095 1.1044 -0.0051 -0.5% 1.1197
High 1.1129 1.1047 -0.0082 -0.7% 1.1254
Low 1.1001 1.0853 -0.0148 -1.3% 1.0853
Close 1.1041 1.0872 -0.0169 -1.5% 1.0872
Range 0.0128 0.0194 0.0066 51.6% 0.0401
ATR 0.0109 0.0115 0.0006 5.5% 0.0000
Volume 42,425 52,341 9,916 23.4% 149,179
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1506 1.1383 1.0979
R3 1.1312 1.1189 1.0925
R2 1.1118 1.1118 1.0908
R1 1.0995 1.0995 1.0890 1.0960
PP 1.0924 1.0924 1.0924 1.0906
S1 1.0801 1.0801 1.0854 1.0766
S2 1.0730 1.0730 1.0836
S3 1.0536 1.0607 1.0819
S4 1.0342 1.0413 1.0765
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.2196 1.1935 1.1093
R3 1.1795 1.1534 1.0982
R2 1.1394 1.1394 1.0946
R1 1.1133 1.1133 1.0909 1.1063
PP 1.0993 1.0993 1.0993 1.0958
S1 1.0732 1.0732 1.0835 1.0662
S2 1.0592 1.0592 1.0798
S3 1.0191 1.0331 1.0762
S4 0.9790 0.9930 1.0651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1254 1.0853 0.0401 3.7% 0.0118 1.1% 5% False True 29,835
10 1.1409 1.0853 0.0556 5.1% 0.0107 1.0% 3% False True 16,758
20 1.1493 1.0853 0.0640 5.9% 0.0103 1.0% 3% False True 9,119
40 1.1888 1.0853 0.1035 9.5% 0.0126 1.2% 2% False True 5,365
60 1.2582 1.0853 0.1729 15.9% 0.0113 1.0% 1% False True 3,702
80 1.2610 1.0853 0.1757 16.2% 0.0107 1.0% 1% False True 2,803
100 1.2865 1.0853 0.2012 18.5% 0.0101 0.9% 1% False True 2,254
120 1.3029 1.0853 0.2176 20.0% 0.0097 0.9% 1% False True 1,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1872
2.618 1.1555
1.618 1.1361
1.000 1.1241
0.618 1.1167
HIGH 1.1047
0.618 1.0973
0.500 1.0950
0.382 1.0927
LOW 1.0853
0.618 1.0733
1.000 1.0659
1.618 1.0539
2.618 1.0345
4.250 1.0029
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 1.0950 1.1026
PP 1.0924 1.0975
S1 1.0898 1.0923

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

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