CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 1.0691 1.0897 0.0206 1.9% 1.0510
High 1.0909 1.0999 0.0090 0.8% 1.1020
Low 1.0686 1.0798 0.0112 1.0% 1.0510
Close 1.0839 1.0970 0.0131 1.2% 1.0839
Range 0.0223 0.0201 -0.0022 -9.9% 0.0510
ATR 0.0158 0.0161 0.0003 2.0% 0.0000
Volume 618 621 3 0.5% 2,471
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1525 1.1449 1.1081
R3 1.1324 1.1248 1.1025
R2 1.1123 1.1123 1.1007
R1 1.1047 1.1047 1.0988 1.1085
PP 1.0922 1.0922 1.0922 1.0942
S1 1.0846 1.0846 1.0952 1.0884
S2 1.0721 1.0721 1.0933
S3 1.0520 1.0645 1.0915
S4 1.0319 1.0444 1.0859
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 1.0578 0.0442 4.0% 0.0245 2.2% 89% False False 577
10 1.1020 1.0494 0.0526 4.8% 0.0206 1.9% 90% False False 470
20 1.1414 1.0494 0.0920 8.4% 0.0148 1.4% 52% False False 314
40 1.1560 1.0494 0.1066 9.7% 0.0125 1.1% 45% False False 207
60 1.2251 1.0494 0.1757 16.0% 0.0113 1.0% 27% False False 164
80 1.2564 1.0494 0.2070 18.9% 0.0095 0.9% 23% False False 125
100 1.2800 1.0494 0.2306 21.0% 0.0085 0.8% 21% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1853
2.618 1.1525
1.618 1.1324
1.000 1.1200
0.618 1.1123
HIGH 1.0999
0.618 1.0922
0.500 1.0899
0.382 1.0875
LOW 1.0798
0.618 1.0674
1.000 1.0597
1.618 1.0473
2.618 1.0272
4.250 0.9944
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 1.0946 1.0921
PP 1.0922 1.0872
S1 1.0899 1.0823

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

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