CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 1.1044 1.0842 -0.0202 -1.8% 1.1197
High 1.1047 1.0920 -0.0127 -1.1% 1.1254
Low 1.0853 1.0836 -0.0017 -0.2% 1.0853
Close 1.0872 1.0873 0.0001 0.0% 1.0872
Range 0.0194 0.0084 -0.0110 -56.7% 0.0401
ATR 0.0115 0.0113 -0.0002 -1.9% 0.0000
Volume 52,341 61,537 9,196 17.6% 149,179
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1128 1.1085 1.0919
R3 1.1044 1.1001 1.0896
R2 1.0960 1.0960 1.0888
R1 1.0917 1.0917 1.0881 1.0939
PP 1.0876 1.0876 1.0876 1.0887
S1 1.0833 1.0833 1.0865 1.0855
S2 1.0792 1.0792 1.0858
S3 1.0708 1.0749 1.0850
S4 1.0624 1.0665 1.0827
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 1.1231 1.0836 0.0395 3.6% 0.0118 1.1% 9% False True 40,266
10 1.1402 1.0836 0.0566 5.2% 0.0105 1.0% 7% False True 22,598
20 1.1466 1.0836 0.0630 5.8% 0.0099 0.9% 6% False True 12,108
40 1.1888 1.0836 0.1052 9.7% 0.0126 1.2% 4% False True 6,878
60 1.2582 1.0836 0.1746 16.1% 0.0112 1.0% 2% False True 4,724
80 1.2610 1.0836 0.1774 16.3% 0.0107 1.0% 2% False True 3,572
100 1.2865 1.0836 0.2029 18.7% 0.0101 0.9% 2% False True 2,869
120 1.3029 1.0836 0.2193 20.2% 0.0098 0.9% 2% False True 2,399
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1277
2.618 1.1140
1.618 1.1056
1.000 1.1004
0.618 1.0972
HIGH 1.0920
0.618 1.0888
0.500 1.0878
0.382 1.0868
LOW 1.0836
0.618 1.0784
1.000 1.0752
1.618 1.0700
2.618 1.0616
4.250 1.0479
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 1.0878 1.0983
PP 1.0876 1.0946
S1 1.0875 1.0910

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

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