CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 1.1497 1.1376 -0.0121 -1.1% 1.1177
High 1.1520 1.1511 -0.0009 -0.1% 1.1450
Low 1.1380 1.1376 -0.0004 0.0% 1.1135
Close 1.1452 1.1508 0.0056 0.5% 1.1323
Range 0.0140 0.0135 -0.0005 -3.6% 0.0315
ATR 0.0115 0.0116 0.0001 1.2% 0.0000
Volume 322 51 -271 -84.2% 947
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1870 1.1824 1.1582
R3 1.1735 1.1689 1.1545
R2 1.1600 1.1600 1.1533
R1 1.1554 1.1554 1.1520 1.1577
PP 1.1465 1.1465 1.1465 1.1477
S1 1.1419 1.1419 1.1496 1.1442
S2 1.1330 1.1330 1.1483
S3 1.1195 1.1284 1.1471
S4 1.1060 1.1149 1.1434
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2248 1.2100 1.1496
R3 1.1933 1.1785 1.1410
R2 1.1618 1.1618 1.1381
R1 1.1470 1.1470 1.1352 1.1544
PP 1.1303 1.1303 1.1303 1.1340
S1 1.1155 1.1155 1.1294 1.1229
S2 1.0988 1.0988 1.1265
S3 1.0673 1.0840 1.1236
S4 1.0358 1.0525 1.1150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1560 1.1312 0.0248 2.2% 0.0113 1.0% 79% False False 131
10 1.1560 1.1135 0.0425 3.7% 0.0134 1.2% 88% False False 155
20 1.1900 1.1135 0.0765 6.6% 0.0118 1.0% 49% False False 131
40 1.2564 1.1135 0.1429 12.4% 0.0084 0.7% 26% False False 79
60 1.2610 1.1135 0.1475 12.8% 0.0069 0.6% 25% False False 53
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 True
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2085
2.618 1.1864
1.618 1.1729
1.000 1.1646
0.618 1.1594
HIGH 1.1511
0.618 1.1459
0.500 1.1444
0.382 1.1428
LOW 1.1376
0.618 1.1293
1.000 1.1241
1.618 1.1158
2.618 1.1023
4.250 1.0802
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 1.1487 1.1495
PP 1.1465 1.1481
S1 1.1444 1.1468

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

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