CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 1.1361 1.1350 -0.0011 -0.1% 1.1350
High 1.1365 1.1449 0.0084 0.7% 1.1560
Low 1.1315 1.1340 0.0025 0.2% 1.1338
Close 1.1339 1.1449 0.0110 1.0% 1.1354
Range 0.0050 0.0109 0.0059 118.0% 0.0222
ATR 0.0107 0.0107 0.0000 0.2% 0.0000
Volume 53 51 -2 -3.8% 514
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1740 1.1703 1.1509
R3 1.1631 1.1594 1.1479
R2 1.1522 1.1522 1.1469
R1 1.1485 1.1485 1.1459 1.1504
PP 1.1413 1.1413 1.1413 1.1422
S1 1.1376 1.1376 1.1439 1.1395
S2 1.1304 1.1304 1.1429
S3 1.1195 1.1267 1.1419
S4 1.1086 1.1158 1.1389
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.2083 1.1941 1.1476
R3 1.1861 1.1719 1.1415
R2 1.1639 1.1639 1.1395
R1 1.1497 1.1497 1.1374 1.1568
PP 1.1417 1.1417 1.1417 1.1453
S1 1.1275 1.1275 1.1334 1.1346
S2 1.1195 1.1195 1.1313
S3 1.0973 1.1053 1.1293
S4 1.0751 1.0831 1.1232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1503 1.1310 0.0193 1.7% 0.0085 0.7% 72% False False 49
10 1.1560 1.1310 0.0250 2.2% 0.0099 0.9% 56% False False 90
20 1.1777 1.1135 0.0642 5.6% 0.0121 1.1% 49% False False 122
40 1.2564 1.1135 0.1429 12.5% 0.0090 0.8% 22% False False 84
60 1.2610 1.1135 0.1475 12.9% 0.0072 0.6% 21% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1912
2.618 1.1734
1.618 1.1625
1.000 1.1558
0.618 1.1516
HIGH 1.1449
0.618 1.1407
0.500 1.1395
0.382 1.1382
LOW 1.1340
0.618 1.1273
1.000 1.1231
1.618 1.1164
2.618 1.1055
4.250 1.0877
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 1.1431 1.1426
PP 1.1413 1.1403
S1 1.1395 1.1380

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

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