CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 1.0558 1.0638 0.0080 0.8% 1.0842
High 1.0696 1.0647 -0.0049 -0.5% 1.0920
Low 1.0506 1.0473 -0.0033 -0.3% 1.0473
Close 1.0610 1.0484 -0.0126 -1.2% 1.0484
Range 0.0190 0.0174 -0.0016 -8.4% 0.0447
ATR 0.0128 0.0132 0.0003 2.5% 0.0000
Volume 235,586 321,365 85,779 36.4% 1,088,460
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1057 1.0944 1.0580
R3 1.0883 1.0770 1.0532
R2 1.0709 1.0709 1.0516
R1 1.0596 1.0596 1.0500 1.0566
PP 1.0535 1.0535 1.0535 1.0519
S1 1.0422 1.0422 1.0468 1.0392
S2 1.0361 1.0361 1.0452
S3 1.0187 1.0248 1.0436
S4 1.0013 1.0074 1.0388
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1967 1.1672 1.0730
R3 1.1520 1.1225 1.0607
R2 1.1073 1.1073 1.0566
R1 1.0778 1.0778 1.0525 1.0702
PP 1.0626 1.0626 1.0626 1.0588
S1 1.0331 1.0331 1.0443 1.0255
S2 1.0179 1.0179 1.0402
S3 0.9732 0.9884 1.0361
S4 0.9285 0.9437 1.0238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0920 1.0473 0.0447 4.3% 0.0163 1.6% 2% False True 217,692
10 1.1254 1.0473 0.0781 7.4% 0.0141 1.3% 1% False True 123,763
20 1.1466 1.0473 0.0993 9.5% 0.0119 1.1% 1% False True 63,160
40 1.1806 1.0473 0.1333 12.7% 0.0135 1.3% 1% False True 32,478
60 1.2582 1.0473 0.2109 20.1% 0.0118 1.1% 1% False True 21,817
80 1.2610 1.0473 0.2137 20.4% 0.0112 1.1% 1% False True 16,406
100 1.2831 1.0473 0.2358 22.5% 0.0104 1.0% 0% False True 13,136
120 1.2903 1.0473 0.2430 23.2% 0.0102 1.0% 0% False True 10,956
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1387
2.618 1.1103
1.618 1.0929
1.000 1.0821
0.618 1.0755
HIGH 1.0647
0.618 1.0581
0.500 1.0560
0.382 1.0539
LOW 1.0473
0.618 1.0365
1.000 1.0299
1.618 1.0191
2.618 1.0017
4.250 0.9734
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 1.0560 1.0602
PP 1.0535 1.0562
S1 1.0509 1.0523

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

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