CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 1.0731 1.0830 0.0099 0.9% 1.0820
High 1.0853 1.0907 0.0054 0.5% 1.0907
Low 1.0672 1.0791 0.0119 1.1% 1.0667
Close 1.0832 1.0875 0.0043 0.4% 1.0875
Range 0.0181 0.0116 -0.0065 -35.9% 0.0240
ATR 0.0143 0.0141 -0.0002 -1.3% 0.0000
Volume 277,903 283,322 5,419 1.9% 1,175,991
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1206 1.1156 1.0939
R3 1.1090 1.1040 1.0907
R2 1.0974 1.0974 1.0896
R1 1.0924 1.0924 1.0886 1.0949
PP 1.0858 1.0858 1.0858 1.0870
S1 1.0808 1.0808 1.0864 1.0833
S2 1.0742 1.0742 1.0854
S3 1.0626 1.0692 1.0843
S4 1.0510 1.0576 1.0811
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1536 1.1446 1.1007
R3 1.1296 1.1206 1.0941
R2 1.1056 1.1056 1.0919
R1 1.0966 1.0966 1.0897 1.1011
PP 1.0816 1.0816 1.0816 1.0839
S1 1.0726 1.0726 1.0853 1.0771
S2 1.0576 1.0576 1.0831
S3 1.0336 1.0486 1.0809
S4 1.0096 1.0246 1.0743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0907 1.0667 0.0240 2.2% 0.0124 1.1% 87% True False 235,198
10 1.0907 1.0529 0.0378 3.5% 0.0134 1.2% 92% True False 272,291
20 1.1047 1.0529 0.0518 4.8% 0.0131 1.2% 67% False False 248,875
40 1.1260 1.0473 0.0787 7.2% 0.0148 1.4% 51% False False 229,457
60 1.1546 1.0473 0.1073 9.9% 0.0136 1.3% 37% False False 153,548
80 1.2203 1.0473 0.1730 15.9% 0.0135 1.2% 23% False False 115,478
100 1.2582 1.0473 0.2109 19.4% 0.0127 1.2% 19% False False 92,437
120 1.2626 1.0473 0.2153 19.8% 0.0120 1.1% 19% False False 77,048
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 0.0037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1400
2.618 1.1211
1.618 1.1095
1.000 1.1023
0.618 1.0979
HIGH 1.0907
0.618 1.0863
0.500 1.0849
0.382 1.0835
LOW 1.0791
0.618 1.0719
1.000 1.0675
1.618 1.0603
2.618 1.0487
4.250 1.0298
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 1.0866 1.0847
PP 1.0858 1.0818
S1 1.0849 1.0790

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

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