CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 1.0687 1.0619 -0.0068 -0.6% 1.1019
High 1.0705 1.0639 -0.0066 -0.6% 1.1059
Low 1.0595 1.0545 -0.0050 -0.5% 1.0595
Close 1.0628 1.0593 -0.0035 -0.3% 1.0628
Range 0.0110 0.0094 -0.0016 -14.5% 0.0464
ATR 0.0144 0.0141 -0.0004 -2.5% 0.0000
Volume 738 891 153 20.7% 3,029
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.0874 1.0828 1.0645
R3 1.0780 1.0734 1.0619
R2 1.0686 1.0686 1.0610
R1 1.0640 1.0640 1.0602 1.0616
PP 1.0592 1.0592 1.0592 1.0581
S1 1.0546 1.0546 1.0584 1.0522
S2 1.0498 1.0498 1.0576
S3 1.0404 1.0452 1.0567
S4 1.0310 1.0358 1.0541
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 1.2153 1.1854 1.0883
R3 1.1689 1.1390 1.0756
R2 1.1225 1.1225 1.0713
R1 1.0926 1.0926 1.0671 1.0844
PP 1.0761 1.0761 1.0761 1.0719
S1 1.0462 1.0462 1.0585 1.0380
S2 1.0297 1.0297 1.0543
S3 0.9833 0.9998 1.0500
S4 0.9369 0.9534 1.0373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0966 1.0545 0.0421 4.0% 0.0123 1.2% 11% False True 707
10 1.1059 1.0545 0.0514 4.9% 0.0125 1.2% 9% False True 790
20 1.1079 1.0545 0.0534 5.0% 0.0157 1.5% 9% False True 775
40 1.1480 1.0494 0.0986 9.3% 0.0134 1.3% 10% False False 479
60 1.1677 1.0494 0.1183 11.2% 0.0128 1.2% 8% False False 360
80 1.2501 1.0494 0.2007 18.9% 0.0112 1.1% 5% False False 282
100 1.2610 1.0494 0.2116 20.0% 0.0096 0.9% 5% False False 226
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1039
2.618 1.0885
1.618 1.0791
1.000 1.0733
0.618 1.0697
HIGH 1.0639
0.618 1.0603
0.500 1.0592
0.382 1.0581
LOW 1.0545
0.618 1.0487
1.000 1.0451
1.618 1.0393
2.618 1.0299
4.250 1.0146
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 1.0593 1.0678
PP 1.0592 1.0650
S1 1.0592 1.0621

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

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