CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 03-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 03-Apr-2015 Change Change % Previous Week
Open 1.0792 1.0903 0.0111 1.0% 1.0913
High 1.0931 1.1050 0.0119 1.1% 1.1050
Low 1.0780 1.0893 0.0113 1.0% 1.0729
Close 1.0920 1.1018 0.0098 0.9% 1.1018
Range 0.0151 0.0157 0.0006 4.0% 0.0321
ATR 0.0147 0.0147 0.0001 0.5% 0.0000
Volume 552 1,116 564 102.2% 5,038
Daily Pivots for day following 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1458 1.1395 1.1104
R3 1.1301 1.1238 1.1061
R2 1.1144 1.1144 1.1047
R1 1.1081 1.1081 1.1032 1.1113
PP 1.0987 1.0987 1.0987 1.1003
S1 1.0924 1.0924 1.1004 1.0956
S2 1.0830 1.0830 1.0989
S3 1.0673 1.0767 1.0975
S4 1.0516 1.0610 1.0932
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1895 1.1778 1.1195
R3 1.1574 1.1457 1.1106
R2 1.1253 1.1253 1.1077
R1 1.1136 1.1136 1.1047 1.1195
PP 1.0932 1.0932 1.0932 1.0962
S1 1.0815 1.0815 1.0989 1.0874
S2 1.0611 1.0611 1.0959
S3 1.0290 1.0494 1.0930
S4 0.9969 1.0173 1.0841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1050 1.0729 0.0321 2.9% 0.0118 1.1% 90% True False 1,007
10 1.1079 1.0729 0.0350 3.2% 0.0139 1.3% 83% False False 932
20 1.1079 1.0494 0.0585 5.3% 0.0165 1.5% 90% False False 681
40 1.1503 1.0494 0.1009 9.2% 0.0127 1.2% 52% False False 388
60 1.1900 1.0494 0.1406 12.8% 0.0124 1.1% 37% False False 302
80 1.2564 1.0494 0.2070 18.8% 0.0106 1.0% 25% False False 233
100 1.2610 1.0494 0.2116 19.2% 0.0092 0.8% 25% False False 187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1717
2.618 1.1461
1.618 1.1304
1.000 1.1207
0.618 1.1147
HIGH 1.1050
0.618 1.0990
0.500 1.0972
0.382 1.0953
LOW 1.0893
0.618 1.0796
1.000 1.0736
1.618 1.0639
2.618 1.0482
4.250 1.0226
Fisher Pivots for day following 03-Apr-2015
Pivot 1 day 3 day
R1 1.1003 1.0978
PP 1.0987 1.0938
S1 1.0972 1.0898

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

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