CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 1.0865 1.0691 -0.0174 -1.6% 1.0510
High 1.0935 1.0909 -0.0026 -0.2% 1.1020
Low 1.0646 1.0686 0.0040 0.4% 1.0510
Close 1.0669 1.0839 0.0170 1.6% 1.0839
Range 0.0289 0.0223 -0.0066 -22.8% 0.0510
ATR 0.0151 0.0158 0.0006 4.2% 0.0000
Volume 977 618 -359 -36.7% 2,471
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1480 1.1383 1.0962
R3 1.1257 1.1160 1.0900
R2 1.1034 1.1034 1.0880
R1 1.0937 1.0937 1.0859 1.0986
PP 1.0811 1.0811 1.0811 1.0836
S1 1.0714 1.0714 1.0819 1.0763
S2 1.0588 1.0588 1.0798
S3 1.0365 1.0491 1.0778
S4 1.0142 1.0268 1.0716
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.2320 1.2089 1.1120
R3 1.1810 1.1579 1.0979
R2 1.1300 1.1300 1.0933
R1 1.1069 1.1069 1.0886 1.1185
PP 1.0790 1.0790 1.0790 1.0847
S1 1.0559 1.0559 1.0792 1.0675
S2 1.0280 1.0280 1.0746
S3 0.9770 1.0049 1.0699
S4 0.9260 0.9539 1.0559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1020 1.0510 0.0510 4.7% 0.0232 2.1% 65% False False 494
10 1.1020 1.0494 0.0526 4.9% 0.0192 1.8% 66% False False 431
20 1.1414 1.0494 0.0920 8.5% 0.0142 1.3% 38% False False 287
40 1.1560 1.0494 0.1066 9.8% 0.0126 1.2% 32% False False 194
60 1.2251 1.0494 0.1757 16.2% 0.0109 1.0% 20% False False 154
80 1.2564 1.0494 0.2070 19.1% 0.0092 0.9% 17% False False 117
100 1.2800 1.0494 0.2306 21.3% 0.0083 0.8% 15% False False 94
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1857
2.618 1.1493
1.618 1.1270
1.000 1.1132
0.618 1.1047
HIGH 1.0909
0.618 1.0824
0.500 1.0798
0.382 1.0771
LOW 1.0686
0.618 1.0548
1.000 1.0463
1.618 1.0325
2.618 1.0102
4.250 0.9738
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 1.0825 1.0831
PP 1.0811 1.0822
S1 1.0798 1.0814

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

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