CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 1.1271 1.1228 -0.0043 -0.4% 1.0982
High 1.1382 1.1283 -0.0099 -0.9% 1.1382
Low 1.1223 1.1050 -0.0173 -1.5% 1.0889
Close 1.1246 1.1120 -0.0126 -1.1% 1.1120
Range 0.0159 0.0233 0.0074 46.5% 0.0493
ATR 0.0150 0.0156 0.0006 4.0% 0.0000
Volume 373,181 341,863 -31,318 -8.4% 1,776,881
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1850 1.1718 1.1248
R3 1.1617 1.1485 1.1184
R2 1.1384 1.1384 1.1163
R1 1.1252 1.1252 1.1141 1.1202
PP 1.1151 1.1151 1.1151 1.1126
S1 1.1019 1.1019 1.1099 1.0969
S2 1.0918 1.0918 1.1077
S3 1.0685 1.0786 1.1056
S4 1.0452 1.0553 1.0992
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.2609 1.2358 1.1391
R3 1.2116 1.1865 1.1256
R2 1.1623 1.1623 1.1210
R1 1.1372 1.1372 1.1165 1.1498
PP 1.1130 1.1130 1.1130 1.1193
S1 1.0879 1.0879 1.1075 1.1005
S2 1.0637 1.0637 1.1030
S3 1.0144 1.0386 1.0984
S4 0.9651 0.9893 1.0849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1382 1.0889 0.0493 4.4% 0.0194 1.7% 47% False False 355,376
10 1.1382 1.0821 0.0561 5.0% 0.0161 1.4% 53% False False 323,894
20 1.1472 1.0821 0.0651 5.9% 0.0147 1.3% 46% False False 296,168
40 1.1472 1.0529 0.0943 8.5% 0.0145 1.3% 63% False False 288,910
60 1.1472 1.0473 0.0999 9.0% 0.0153 1.4% 65% False False 284,900
80 1.1472 1.0473 0.0999 9.0% 0.0142 1.3% 65% False False 222,534
100 1.1872 1.0473 0.1399 12.6% 0.0144 1.3% 46% False False 178,370
120 1.2582 1.0473 0.2109 19.0% 0.0134 1.2% 31% False False 148,723
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 0.0043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2273
2.618 1.1893
1.618 1.1660
1.000 1.1516
0.618 1.1427
HIGH 1.1283
0.618 1.1194
0.500 1.1167
0.382 1.1139
LOW 1.1050
0.618 1.0906
1.000 1.0817
1.618 1.0673
2.618 1.0440
4.250 1.0060
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 1.1167 1.1216
PP 1.1151 1.1184
S1 1.1136 1.1152

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

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