CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 1.0670 1.0877 0.0207 1.9% 1.0498
High 1.0894 1.0984 0.0090 0.8% 1.1011
Low 1.0668 1.0780 0.0112 1.0% 1.0491
Close 1.0823 1.0954 0.0131 1.2% 1.0823
Range 0.0226 0.0204 -0.0022 -9.7% 0.0520
ATR 0.0168 0.0170 0.0003 1.5% 0.0000
Volume 321,780 349,418 27,638 8.6% 1,696,110
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1518 1.1440 1.1066
R3 1.1314 1.1236 1.1010
R2 1.1110 1.1110 1.0991
R1 1.1032 1.1032 1.0973 1.1071
PP 1.0906 1.0906 1.0906 1.0926
S1 1.0828 1.0828 1.0935 1.0867
S2 1.0702 1.0702 1.0917
S3 1.0498 1.0624 1.0898
S4 1.0294 1.0420 1.0842
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.2335 1.2099 1.1109
R3 1.1815 1.1579 1.0966
R2 1.1295 1.1295 1.0918
R1 1.1059 1.1059 1.0871 1.1177
PP 1.0775 1.0775 1.0775 1.0834
S1 1.0539 1.0539 1.0775 1.0657
S2 1.0255 1.0255 1.0728
S3 0.9735 1.0019 1.0680
S4 0.9215 0.9499 1.0537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1011 1.0563 0.0448 4.1% 0.0251 2.3% 87% False False 359,214
10 1.1011 1.0473 0.0538 4.9% 0.0213 1.9% 89% False False 307,245
20 1.1402 1.0473 0.0929 8.5% 0.0159 1.5% 52% False False 164,921
40 1.1546 1.0473 0.1073 9.8% 0.0140 1.3% 45% False False 83,382
60 1.2236 1.0473 0.1763 16.1% 0.0131 1.2% 27% False False 55,862
80 1.2582 1.0473 0.2109 19.3% 0.0123 1.1% 23% False False 41,964
100 1.2781 1.0473 0.2308 21.1% 0.0115 1.1% 21% False False 33,591
120 1.2865 1.0473 0.2392 21.8% 0.0111 1.0% 20% False False 28,000
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 False
Bull Hook False
Stretch 0.0033
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1851
2.618 1.1518
1.618 1.1314
1.000 1.1188
0.618 1.1110
HIGH 1.0984
0.618 1.0906
0.500 1.0882
0.382 1.0858
LOW 1.0780
0.618 1.0654
1.000 1.0576
1.618 1.0450
2.618 1.0246
4.250 0.9913
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 1.0930 1.0904
PP 1.0906 1.0854
S1 1.0882 1.0805

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

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