CME Euro FX (E) Future June 2015


Show Legacy Chart
Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 1.0924 1.1154 0.0230 2.1% 1.0987
High 1.1197 1.1288 0.0091 0.8% 1.1013
Low 1.0918 1.1081 0.0163 1.5% 1.0821
Close 1.1169 1.1252 0.0083 0.7% 1.0983
Range 0.0279 0.0207 -0.0072 -25.8% 0.0192
ATR 0.0145 0.0149 0.0004 3.1% 0.0000
Volume 410,264 408,010 -2,254 -0.5% 1,170,899
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1828 1.1747 1.1366
R3 1.1621 1.1540 1.1309
R2 1.1414 1.1414 1.1290
R1 1.1333 1.1333 1.1271 1.1374
PP 1.1207 1.1207 1.1207 1.1227
S1 1.1126 1.1126 1.1233 1.1167
S2 1.1000 1.1000 1.1214
S3 1.0793 1.0919 1.1195
S4 1.0586 1.0712 1.1138
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 1.1515 1.1441 1.1089
R3 1.1323 1.1249 1.1036
R2 1.1131 1.1131 1.1018
R1 1.1057 1.1057 1.1001 1.0998
PP 1.0939 1.0939 1.0939 1.0910
S1 1.0865 1.0865 1.0965 1.0806
S2 1.0747 1.0747 1.0948
S3 1.0555 1.0673 1.0930
S4 1.0363 1.0481 1.0877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1288 1.0869 0.0419 3.7% 0.0151 1.3% 91% True False 318,688
10 1.1288 1.0821 0.0467 4.2% 0.0141 1.3% 92% True False 306,204
20 1.1472 1.0821 0.0651 5.8% 0.0145 1.3% 66% False False 294,672
40 1.1472 1.0529 0.0943 8.4% 0.0142 1.3% 77% False False 284,105
60 1.1472 1.0473 0.0999 8.9% 0.0152 1.4% 78% False False 280,816
80 1.1472 1.0473 0.0999 8.9% 0.0139 1.2% 78% False False 213,639
100 1.1888 1.0473 0.1415 12.6% 0.0142 1.3% 55% False False 171,241
120 1.2582 1.0473 0.2109 18.7% 0.0132 1.2% 37% False False 142,770
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2168
2.618 1.1830
1.618 1.1623
1.000 1.1495
0.618 1.1416
HIGH 1.1288
0.618 1.1209
0.500 1.1185
0.382 1.1160
LOW 1.1081
0.618 1.0953
1.000 1.0874
1.618 1.0746
2.618 1.0539
4.250 1.0201
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 1.1230 1.1198
PP 1.1207 1.1143
S1 1.1185 1.1089

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Trading Indicators / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.