CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 1.1439 1.1450 0.0011 0.1% 1.1380
High 1.1441 1.1480 0.0039 0.3% 1.1470
Low 1.1380 1.1394 0.0014 0.1% 1.1310
Close 1.1417 1.1400 -0.0017 -0.1% 1.1425
Range 0.0061 0.0086 0.0025 41.0% 0.0160
ATR 0.0100 0.0099 -0.0001 -1.0% 0.0000
Volume 79 11 -68 -86.1% 248
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1683 1.1627 1.1447
R3 1.1597 1.1541 1.1424
R2 1.1511 1.1511 1.1416
R1 1.1455 1.1455 1.1408 1.1440
PP 1.1425 1.1425 1.1425 1.1417
S1 1.1369 1.1369 1.1392 1.1354
S2 1.1339 1.1339 1.1384
S3 1.1253 1.1283 1.1376
S4 1.1167 1.1197 1.1353
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1882 1.1813 1.1513
R3 1.1722 1.1653 1.1469
R2 1.1562 1.1562 1.1454
R1 1.1493 1.1493 1.1440 1.1528
PP 1.1402 1.1402 1.1402 1.1419
S1 1.1333 1.1333 1.1410 1.1368
S2 1.1242 1.1242 1.1396
S3 1.1082 1.1173 1.1381
S4 1.0922 1.1013 1.1337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1480 1.1340 0.0140 1.2% 0.0081 0.7% 43% True False 45
10 1.1511 1.1310 0.0201 1.8% 0.0086 0.8% 45% False False 47
20 1.1580 1.1135 0.0445 3.9% 0.0113 1.0% 60% False False 100
40 1.2293 1.1135 0.1158 10.2% 0.0090 0.8% 23% False False 86
60 1.2564 1.1135 0.1429 12.5% 0.0075 0.7% 19% False False 60
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 True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1846
2.618 1.1705
1.618 1.1619
1.000 1.1566
0.618 1.1533
HIGH 1.1480
0.618 1.1447
0.500 1.1437
0.382 1.1427
LOW 1.1394
0.618 1.1341
1.000 1.1308
1.618 1.1255
2.618 1.1169
4.250 1.1029
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 1.1437 1.1424
PP 1.1425 1.1416
S1 1.1412 1.1408

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

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