CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 1.0842 1.0863 0.0021 0.2% 1.1197
High 1.0920 1.0867 -0.0053 -0.5% 1.1254
Low 1.0836 1.0706 -0.0130 -1.2% 1.0853
Close 1.0873 1.0710 -0.0163 -1.5% 1.0872
Range 0.0084 0.0161 0.0077 91.7% 0.0401
ATR 0.0113 0.0117 0.0004 3.4% 0.0000
Volume 61,537 177,371 115,834 188.2% 149,179
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1244 1.1138 1.0799
R3 1.1083 1.0977 1.0754
R2 1.0922 1.0922 1.0740
R1 1.0816 1.0816 1.0725 1.0789
PP 1.0761 1.0761 1.0761 1.0747
S1 1.0655 1.0655 1.0695 1.0628
S2 1.0600 1.0600 1.0680
S3 1.0439 1.0494 1.0666
S4 1.0278 1.0333 1.0621
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 1.1199 1.0706 0.0493 4.6% 0.0138 1.3% 1% False True 74,341
10 1.1402 1.0706 0.0696 6.5% 0.0115 1.1% 1% False True 40,065
20 1.1466 1.0706 0.0760 7.1% 0.0103 1.0% 1% False True 20,869
40 1.1888 1.0706 0.1182 11.0% 0.0128 1.2% 0% False True 11,284
60 1.2582 1.0706 0.1876 17.5% 0.0113 1.1% 0% False True 7,672
80 1.2610 1.0706 0.1904 17.8% 0.0108 1.0% 0% False True 5,788
100 1.2865 1.0706 0.2159 20.2% 0.0102 0.9% 0% False True 4,642
120 1.3010 1.0706 0.2304 21.5% 0.0099 0.9% 0% False True 3,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1551
2.618 1.1288
1.618 1.1127
1.000 1.1028
0.618 1.0966
HIGH 1.0867
0.618 1.0805
0.500 1.0787
0.382 1.0768
LOW 1.0706
0.618 1.0607
1.000 1.0545
1.618 1.0446
2.618 1.0285
4.250 1.0022
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 1.0787 1.0877
PP 1.0761 1.0821
S1 1.0736 1.0766

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

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