CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 1.0510 1.0594 0.0084 0.8% 1.0866
High 1.0645 1.0679 0.0034 0.3% 1.0930
Low 1.0510 1.0578 0.0068 0.6% 1.0494
Close 1.0611 1.0627 0.0016 0.2% 1.0500
Range 0.0135 0.0101 -0.0034 -25.2% 0.0436
ATR 0.0121 0.0120 -0.0001 -1.2% 0.0000
Volume 206 401 195 94.7% 1,841
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.0931 1.0880 1.0683
R3 1.0830 1.0779 1.0655
R2 1.0729 1.0729 1.0646
R1 1.0678 1.0678 1.0636 1.0704
PP 1.0628 1.0628 1.0628 1.0641
S1 1.0577 1.0577 1.0618 1.0603
S2 1.0527 1.0527 1.0608
S3 1.0426 1.0476 1.0599
S4 1.0325 1.0375 1.0571
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1949 1.1661 1.0740
R3 1.1513 1.1225 1.0620
R2 1.1077 1.1077 1.0580
R1 1.0789 1.0789 1.0540 1.0715
PP 1.0641 1.0641 1.0641 1.0605
S1 1.0353 1.0353 1.0460 1.0279
S2 1.0205 1.0205 1.0420
S3 0.9769 0.9917 1.0380
S4 0.9333 0.9481 1.0260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0747 1.0494 0.0253 2.4% 0.0158 1.5% 53% False False 425
10 1.1206 1.0494 0.0712 6.7% 0.0139 1.3% 19% False False 307
20 1.1480 1.0494 0.0986 9.3% 0.0110 1.0% 13% False False 201
40 1.1672 1.0494 0.1178 11.1% 0.0111 1.0% 11% False False 159
60 1.2360 1.0494 0.1866 17.6% 0.0096 0.9% 7% False False 124
80 1.2610 1.0494 0.2116 19.9% 0.0083 0.8% 6% False False 94
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 False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1108
2.618 1.0943
1.618 1.0842
1.000 1.0780
0.618 1.0741
HIGH 1.0679
0.618 1.0640
0.500 1.0629
0.382 1.0617
LOW 1.0578
0.618 1.0516
1.000 1.0477
1.618 1.0415
2.618 1.0314
4.250 1.0149
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 1.0629 1.0614
PP 1.0628 1.0600
S1 1.0628 1.0587

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

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