CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 1.1162 1.1106 -0.0056 -0.5% 1.1224
High 1.1167 1.1198 0.0031 0.3% 1.1485
Low 1.1080 1.1098 0.0018 0.2% 1.1152
Close 1.1134 1.1148 0.0014 0.1% 1.1483
Range 0.0087 0.0100 0.0013 14.9% 0.0333
ATR 0.0141 0.0138 -0.0003 -2.1% 0.0000
Volume 4,214 4,055 -159 -3.8% 10,917
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 1.1448 1.1398 1.1203
R3 1.1348 1.1298 1.1176
R2 1.1248 1.1248 1.1166
R1 1.1198 1.1198 1.1157 1.1223
PP 1.1148 1.1148 1.1148 1.1161
S1 1.1098 1.1098 1.1139 1.1123
S2 1.1048 1.1048 1.1130
S3 1.0948 1.0998 1.1121
S4 1.0848 1.0898 1.1093
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 1.2372 1.2261 1.1666
R3 1.2039 1.1928 1.1575
R2 1.1706 1.1706 1.1544
R1 1.1595 1.1595 1.1514 1.1651
PP 1.1373 1.1373 1.1373 1.1401
S1 1.1262 1.1262 1.1452 1.1318
S2 1.1040 1.1040 1.1422
S3 1.0707 1.0929 1.1391
S4 1.0374 1.0596 1.1300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1485 1.1080 0.0405 3.6% 0.0136 1.2% 17% False False 2,863
10 1.1485 1.1080 0.0405 3.6% 0.0130 1.2% 17% False False 2,542
20 1.1485 1.0808 0.0677 6.1% 0.0138 1.2% 50% False False 2,189
40 1.1485 1.0545 0.0940 8.4% 0.0133 1.2% 64% False False 1,487
60 1.1485 1.0494 0.0991 8.9% 0.0141 1.3% 66% False False 1,138
80 1.1560 1.0494 0.1066 9.6% 0.0129 1.2% 61% False False 874
100 1.2217 1.0494 0.1723 15.5% 0.0124 1.1% 38% False False 720
120 1.2564 1.0494 0.2070 18.6% 0.0111 1.0% 32% False False 601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1623
2.618 1.1460
1.618 1.1360
1.000 1.1298
0.618 1.1260
HIGH 1.1198
0.618 1.1160
0.500 1.1148
0.382 1.1136
LOW 1.1098
0.618 1.1036
1.000 1.0998
1.618 1.0936
2.618 1.0836
4.250 1.0673
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 1.1148 1.1212
PP 1.1148 1.1190
S1 1.1148 1.1169

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

View Archives - Comment on this page... - Back to Index of Symbols