CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 1.0830 1.0874 0.0044 0.4% 1.0820
High 1.0907 1.0934 0.0027 0.2% 1.0907
Low 1.0791 1.0826 0.0035 0.3% 1.0667
Close 1.0875 1.0887 0.0012 0.1% 1.0875
Range 0.0116 0.0108 -0.0008 -6.9% 0.0240
ATR 0.0141 0.0139 -0.0002 -1.7% 0.0000
Volume 283,322 200,968 -82,354 -29.1% 1,175,991
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1206 1.1155 1.0946
R3 1.1098 1.1047 1.0917
R2 1.0990 1.0990 1.0907
R1 1.0939 1.0939 1.0897 1.0965
PP 1.0882 1.0882 1.0882 1.0895
S1 1.0831 1.0831 1.0877 1.0857
S2 1.0774 1.0774 1.0867
S3 1.0666 1.0723 1.0857
S4 1.0558 1.0615 1.0828
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 1.0934 1.0667 0.0267 2.5% 0.0124 1.1% 82% True False 238,846
10 1.0934 1.0539 0.0395 3.6% 0.0135 1.2% 88% True False 268,440
20 1.1047 1.0529 0.0518 4.8% 0.0129 1.2% 69% False False 244,931
40 1.1254 1.0473 0.0781 7.2% 0.0149 1.4% 53% False False 234,275
60 1.1546 1.0473 0.1073 9.9% 0.0136 1.3% 39% False False 156,872
80 1.2185 1.0473 0.1712 15.7% 0.0136 1.2% 24% False False 117,987
100 1.2582 1.0473 0.2109 19.4% 0.0127 1.2% 20% False False 94,446
120 1.2610 1.0473 0.2137 19.6% 0.0120 1.1% 19% False False 78,721
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 0.0039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1393
2.618 1.1217
1.618 1.1109
1.000 1.1042
0.618 1.1001
HIGH 1.0934
0.618 1.0893
0.500 1.0880
0.382 1.0867
LOW 1.0826
0.618 1.0759
1.000 1.0718
1.618 1.0651
2.618 1.0543
4.250 1.0367
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 1.0885 1.0859
PP 1.0882 1.0831
S1 1.0880 1.0803

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

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