CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 1.0820 1.0746 -0.0074 -0.7% 1.0603
High 1.0827 1.0789 -0.0038 -0.4% 1.0857
Low 1.0720 1.0667 -0.0053 -0.5% 1.0529
Close 1.0744 1.0742 -0.0002 0.0% 1.0800
Range 0.0107 0.0122 0.0015 14.0% 0.0328
ATR 0.0145 0.0143 -0.0002 -1.1% 0.0000
Volume 182,729 212,133 29,404 16.1% 1,546,927
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1099 1.1042 1.0809
R3 1.0977 1.0920 1.0776
R2 1.0855 1.0855 1.0764
R1 1.0798 1.0798 1.0753 1.0766
PP 1.0733 1.0733 1.0733 1.0716
S1 1.0676 1.0676 1.0731 1.0644
S2 1.0611 1.0611 1.0720
S3 1.0489 1.0554 1.0708
S4 1.0367 1.0432 1.0675
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1713 1.1584 1.0980
R3 1.1385 1.1256 1.0890
R2 1.1057 1.1057 1.0860
R1 1.0928 1.0928 1.0830 1.0993
PP 1.0729 1.0729 1.0729 1.0761
S1 1.0600 1.0600 1.0770 1.0665
S2 1.0401 1.0401 1.0740
S3 1.0073 1.0272 1.0710
S4 0.9745 0.9944 1.0620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0857 1.0579 0.0278 2.6% 0.0134 1.2% 59% False False 278,468
10 1.0897 1.0529 0.0368 3.4% 0.0134 1.2% 58% False False 269,343
20 1.1064 1.0529 0.0535 5.0% 0.0134 1.2% 40% False False 255,286
40 1.1402 1.0473 0.0929 8.6% 0.0146 1.4% 29% False False 210,104
60 1.1546 1.0473 0.1073 10.0% 0.0138 1.3% 25% False False 140,683
80 1.2236 1.0473 0.1763 16.4% 0.0132 1.2% 15% False False 105,718
100 1.2582 1.0473 0.2109 19.6% 0.0125 1.2% 13% False False 84,629
120 1.2781 1.0473 0.2308 21.5% 0.0118 1.1% 12% False False 70,540
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 0.0032
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1308
2.618 1.1108
1.618 1.0986
1.000 1.0911
0.618 1.0864
HIGH 1.0789
0.618 1.0742
0.500 1.0728
0.382 1.0714
LOW 1.0667
0.618 1.0592
1.000 1.0545
1.618 1.0470
2.618 1.0348
4.250 1.0149
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 1.0737 1.0762
PP 1.0733 1.0755
S1 1.0728 1.0749

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

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