CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 1.0836 1.0810 -0.0026 -0.2% 1.0913
High 1.0908 1.0811 -0.0097 -0.9% 1.1050
Low 1.0784 1.0661 -0.0123 -1.1% 1.0729
Close 1.0823 1.0663 -0.0160 -1.5% 1.1018
Range 0.0124 0.0150 0.0026 21.0% 0.0321
ATR 0.0146 0.0147 0.0001 0.8% 0.0000
Volume 666 677 11 1.7% 5,038
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.1162 1.1062 1.0746
R3 1.1012 1.0912 1.0704
R2 1.0862 1.0862 1.0691
R1 1.0762 1.0762 1.0677 1.0737
PP 1.0712 1.0712 1.0712 1.0699
S1 1.0612 1.0612 1.0649 1.0587
S2 1.0562 1.0562 1.0636
S3 1.0412 1.0462 1.0622
S4 1.0262 1.0312 1.0581
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 1.1059 1.0661 0.0398 3.7% 0.0137 1.3% 1% False True 681
10 1.1059 1.0661 0.0398 3.7% 0.0126 1.2% 1% False True 828
20 1.1079 1.0494 0.0585 5.5% 0.0162 1.5% 29% False False 728
40 1.1480 1.0494 0.0986 9.2% 0.0132 1.2% 17% False False 441
60 1.1877 1.0494 0.1383 13.0% 0.0128 1.2% 12% False False 335
80 1.2564 1.0494 0.2070 19.4% 0.0111 1.0% 8% False False 262
100 1.2610 1.0494 0.2116 19.8% 0.0096 0.9% 8% False False 210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1449
2.618 1.1204
1.618 1.1054
1.000 1.0961
0.618 1.0904
HIGH 1.0811
0.618 1.0754
0.500 1.0736
0.382 1.0718
LOW 1.0661
0.618 1.0568
1.000 1.0511
1.618 1.0418
2.618 1.0268
4.250 1.0024
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 1.0736 1.0814
PP 1.0712 1.0763
S1 1.0687 1.0713

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

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