CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 1.1235 1.1372 0.0137 1.2% 1.1210
High 1.1400 1.1463 0.0063 0.6% 1.1413
Low 1.1223 1.1362 0.0139 1.2% 1.1088
Close 1.1379 1.1414 0.0035 0.3% 1.1225
Range 0.0177 0.0101 -0.0076 -42.9% 0.0325
ATR 0.0140 0.0138 -0.0003 -2.0% 0.0000
Volume 991 3,035 2,044 206.3% 9,762
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 1.1716 1.1666 1.1470
R3 1.1615 1.1565 1.1442
R2 1.1514 1.1514 1.1433
R1 1.1464 1.1464 1.1423 1.1489
PP 1.1413 1.1413 1.1413 1.1426
S1 1.1363 1.1363 1.1405 1.1388
S2 1.1312 1.1312 1.1395
S3 1.1211 1.1262 1.1386
S4 1.1110 1.1161 1.1358
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 1.2217 1.2046 1.1404
R3 1.1892 1.1721 1.1314
R2 1.1567 1.1567 1.1285
R1 1.1396 1.1396 1.1255 1.1482
PP 1.1242 1.1242 1.1242 1.1285
S1 1.1071 1.1071 1.1195 1.1157
S2 1.0917 1.0917 1.1165
S3 1.0592 1.0746 1.1136
S4 1.0267 1.0421 1.1046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1463 1.1152 0.0311 2.7% 0.0124 1.1% 84% True False 2,221
10 1.1463 1.1088 0.0375 3.3% 0.0132 1.2% 87% True False 2,225
20 1.1463 1.0687 0.0776 6.8% 0.0134 1.2% 94% True False 1,635
40 1.1463 1.0545 0.0918 8.0% 0.0138 1.2% 95% True False 1,228
60 1.1463 1.0494 0.0969 8.5% 0.0138 1.2% 95% True False 905
80 1.1580 1.0494 0.1086 9.5% 0.0132 1.2% 85% False False 703
100 1.2293 1.0494 0.1799 15.8% 0.0119 1.0% 51% False False 577
120 1.2564 1.0494 0.2070 18.1% 0.0107 0.9% 44% False False 482
Crabel Price Patterns
NR True
NR4 False
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 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1892
2.618 1.1727
1.618 1.1626
1.000 1.1564
0.618 1.1525
HIGH 1.1463
0.618 1.1424
0.500 1.1413
0.382 1.1401
LOW 1.1362
0.618 1.1300
1.000 1.1261
1.618 1.1199
2.618 1.1098
4.250 1.0933
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 1.1414 1.1379
PP 1.1413 1.1344
S1 1.1413 1.1309

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

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