CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 1.1125 1.0999 -0.0126 -1.1% 1.1467
High 1.1225 1.1024 -0.0201 -1.8% 1.1467
Low 1.1020 1.0882 -0.0138 -1.3% 1.1020
Close 1.1057 1.0889 -0.0168 -1.5% 1.1057
Range 0.0205 0.0142 -0.0063 -30.7% 0.0447
ATR 0.0143 0.0145 0.0002 1.6% 0.0000
Volume 1,548 5,630 4,082 263.7% 13,933
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 1.1358 1.1265 1.0967
R3 1.1216 1.1123 1.0928
R2 1.1074 1.1074 1.0915
R1 1.0981 1.0981 1.0902 1.0957
PP 1.0932 1.0932 1.0932 1.0919
S1 1.0839 1.0839 1.0876 1.0815
S2 1.0790 1.0790 1.0863
S3 1.0648 1.0697 1.0850
S4 1.0506 1.0555 1.0811
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 1.2522 1.2237 1.1303
R3 1.2075 1.1790 1.1180
R2 1.1628 1.1628 1.1139
R1 1.1343 1.1343 1.1098 1.1262
PP 1.1181 1.1181 1.1181 1.1141
S1 1.0896 1.0896 1.1016 1.0815
S2 1.0734 1.0734 1.0975
S3 1.0287 1.0449 1.0934
S4 0.9840 1.0002 1.0811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1343 1.0882 0.0461 4.2% 0.0148 1.4% 2% False True 3,401
10 1.1485 1.0882 0.0603 5.5% 0.0145 1.3% 1% False True 2,657
20 1.1485 1.0882 0.0603 5.5% 0.0145 1.3% 1% False True 2,469
40 1.1485 1.0545 0.0940 8.6% 0.0136 1.2% 37% False False 1,616
60 1.1485 1.0494 0.0991 9.1% 0.0145 1.3% 40% False False 1,251
80 1.1560 1.0494 0.1066 9.8% 0.0131 1.2% 37% False False 958
100 1.2099 1.0494 0.1605 14.7% 0.0127 1.2% 25% False False 791
120 1.2564 1.0494 0.2070 19.0% 0.0113 1.0% 19% False False 661
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1628
2.618 1.1396
1.618 1.1254
1.000 1.1166
0.618 1.1112
HIGH 1.1024
0.618 1.0970
0.500 1.0953
0.382 1.0936
LOW 1.0882
0.618 1.0794
1.000 1.0740
1.618 1.0652
2.618 1.0510
4.250 1.0279
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 1.0953 1.1054
PP 1.0932 1.0999
S1 1.0910 1.0944

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

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