CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 1.0874 1.0892 0.0018 0.2% 1.0820
High 1.0934 1.0998 0.0064 0.6% 1.0907
Low 1.0826 1.0867 0.0041 0.4% 1.0667
Close 1.0887 1.0985 0.0098 0.9% 1.0875
Range 0.0108 0.0131 0.0023 21.3% 0.0240
ATR 0.0139 0.0138 -0.0001 -0.4% 0.0000
Volume 200,968 247,568 46,600 23.2% 1,175,991
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1343 1.1295 1.1057
R3 1.1212 1.1164 1.1021
R2 1.1081 1.1081 1.1009
R1 1.1033 1.1033 1.0997 1.1057
PP 1.0950 1.0950 1.0950 1.0962
S1 1.0902 1.0902 1.0973 1.0926
S2 1.0819 1.0819 1.0961
S3 1.0688 1.0771 1.0949
S4 1.0557 1.0640 1.0913
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 1.0998 1.0672 0.0326 3.0% 0.0126 1.1% 96% True False 245,933
10 1.0998 1.0579 0.0419 3.8% 0.0130 1.2% 97% True False 262,200
20 1.1047 1.0529 0.0518 4.7% 0.0131 1.2% 88% False False 247,215
40 1.1231 1.0473 0.0758 6.9% 0.0151 1.4% 68% False False 240,229
60 1.1546 1.0473 0.1073 9.8% 0.0137 1.2% 48% False False 160,978
80 1.2111 1.0473 0.1638 14.9% 0.0136 1.2% 31% False False 121,076
100 1.2582 1.0473 0.2109 19.2% 0.0127 1.2% 24% False False 96,922
120 1.2610 1.0473 0.2137 19.5% 0.0120 1.1% 24% False False 80,782
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 0.0038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1555
2.618 1.1341
1.618 1.1210
1.000 1.1129
0.618 1.1079
HIGH 1.0998
0.618 1.0948
0.500 1.0933
0.382 1.0917
LOW 1.0867
0.618 1.0786
1.000 1.0736
1.618 1.0655
2.618 1.0524
4.250 1.0310
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 1.0968 1.0955
PP 1.0950 1.0925
S1 1.0933 1.0895

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

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