CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 1.1193 1.1349 0.0156 1.4% 1.0874
High 1.1377 1.1398 0.0021 0.2% 1.1297
Low 1.1181 1.1243 0.0062 0.6% 1.0826
Close 1.1357 1.1274 -0.0083 -0.7% 1.1198
Range 0.0196 0.0155 -0.0041 -20.9% 0.0471
ATR 0.0148 0.0148 0.0001 0.4% 0.0000
Volume 384,584 300,545 -84,039 -21.9% 1,545,404
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 1.1770 1.1677 1.1359
R3 1.1615 1.1522 1.1317
R2 1.1460 1.1460 1.1302
R1 1.1367 1.1367 1.1288 1.1336
PP 1.1305 1.1305 1.1305 1.1290
S1 1.1212 1.1212 1.1260 1.1181
S2 1.1150 1.1150 1.1246
S3 1.0995 1.1057 1.1231
S4 1.0840 1.0902 1.1189
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 1.2520 1.2330 1.1457
R3 1.2049 1.1859 1.1328
R2 1.1578 1.1578 1.1284
R1 1.1388 1.1388 1.1241 1.1483
PP 1.1107 1.1107 1.1107 1.1155
S1 1.0917 1.0917 1.1155 1.1012
S2 1.0636 1.0636 1.1112
S3 1.0165 1.0446 1.1068
S4 0.9694 0.9975 1.0939
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1398 1.1072 0.0326 2.9% 0.0145 1.3% 62% True False 266,068
10 1.1398 1.0791 0.0607 5.4% 0.0151 1.3% 80% True False 296,464
20 1.1398 1.0529 0.0869 7.7% 0.0142 1.3% 86% True False 281,652
40 1.1398 1.0473 0.0925 8.2% 0.0155 1.4% 87% True False 279,266
60 1.1466 1.0473 0.0993 8.8% 0.0140 1.2% 81% False False 197,989
80 1.1872 1.0473 0.1399 12.4% 0.0143 1.3% 57% False False 148,920
100 1.2582 1.0473 0.2109 18.7% 0.0131 1.2% 38% False False 119,233
120 1.2610 1.0473 0.2137 19.0% 0.0125 1.1% 37% False False 99,385
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 1.2057
2.618 1.1804
1.618 1.1649
1.000 1.1553
0.618 1.1494
HIGH 1.1398
0.618 1.1339
0.500 1.1321
0.382 1.1302
LOW 1.1243
0.618 1.1147
1.000 1.1088
1.618 1.0992
2.618 1.0837
4.250 1.0584
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 1.1321 1.1261
PP 1.1305 1.1248
S1 1.1290 1.1235

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

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