CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 1.1409 1.1364 -0.0045 -0.4% 1.1450
High 1.1409 1.1385 -0.0024 -0.2% 1.1480
Low 1.1331 1.1325 -0.0006 -0.1% 1.1315
Close 1.1368 1.1369 0.0001 0.0% 1.1431
Range 0.0078 0.0060 -0.0018 -23.1% 0.0165
ATR 0.0102 0.0099 -0.0003 -2.9% 0.0000
Volume 86 52 -34 -39.5% 195
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1540 1.1514 1.1402
R3 1.1480 1.1454 1.1386
R2 1.1420 1.1420 1.1380
R1 1.1394 1.1394 1.1375 1.1407
PP 1.1360 1.1360 1.1360 1.1366
S1 1.1334 1.1334 1.1364 1.1347
S2 1.1300 1.1300 1.1358
S3 1.1240 1.1274 1.1353
S4 1.1180 1.1214 1.1336
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1904 1.1832 1.1522
R3 1.1739 1.1667 1.1476
R2 1.1574 1.1574 1.1461
R1 1.1502 1.1502 1.1446 1.1456
PP 1.1409 1.1409 1.1409 1.1385
S1 1.1337 1.1337 1.1416 1.1291
S2 1.1244 1.1244 1.1401
S3 1.1079 1.1172 1.1386
S4 1.0914 1.1007 1.1340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1480 1.1315 0.0165 1.5% 0.0084 0.7% 33% False False 55
10 1.1480 1.1311 0.0169 1.5% 0.0078 0.7% 34% False False 50
20 1.1560 1.1290 0.0270 2.4% 0.0094 0.8% 29% False False 90
40 1.2251 1.1135 0.1116 9.8% 0.0096 0.8% 21% False False 90
60 1.2564 1.1135 0.1429 12.6% 0.0077 0.7% 16% False False 63
80 1.2800 1.1135 0.1665 14.6% 0.0070 0.6% 14% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1640
2.618 1.1542
1.618 1.1482
1.000 1.1445
0.618 1.1422
HIGH 1.1385
0.618 1.1362
0.500 1.1355
0.382 1.1348
LOW 1.1325
0.618 1.1288
1.000 1.1265
1.618 1.1228
2.618 1.1168
4.250 1.1070
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 1.1364 1.1383
PP 1.1360 1.1378
S1 1.1355 1.1374

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

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