CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 1.0999 1.0891 -0.0108 -1.0% 1.1467
High 1.1024 1.0946 -0.0078 -0.7% 1.1467
Low 1.0882 1.0837 -0.0045 -0.4% 1.1020
Close 1.0889 1.0907 0.0018 0.2% 1.1057
Range 0.0142 0.0109 -0.0033 -23.2% 0.0447
ATR 0.0145 0.0142 -0.0003 -1.8% 0.0000
Volume 5,630 6,181 551 9.8% 13,933
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 1.1224 1.1174 1.0967
R3 1.1115 1.1065 1.0937
R2 1.1006 1.1006 1.0927
R1 1.0956 1.0956 1.0917 1.0981
PP 1.0897 1.0897 1.0897 1.0909
S1 1.0847 1.0847 1.0897 1.0872
S2 1.0788 1.0788 1.0887
S3 1.0679 1.0738 1.0877
S4 1.0570 1.0629 1.0847
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 1.1225 1.0837 0.0388 3.6% 0.0129 1.2% 18% False True 4,325
10 1.1485 1.0837 0.0648 5.9% 0.0141 1.3% 11% False True 3,170
20 1.1485 1.0837 0.0648 5.9% 0.0144 1.3% 11% False True 2,749
40 1.1485 1.0545 0.0940 8.6% 0.0136 1.2% 39% False False 1,738
60 1.1485 1.0494 0.0991 9.1% 0.0146 1.3% 42% False False 1,351
80 1.1560 1.0494 0.1066 9.8% 0.0132 1.2% 39% False False 1,034
100 1.2003 1.0494 0.1509 13.8% 0.0127 1.2% 27% False False 852
120 1.2564 1.0494 0.2070 19.0% 0.0114 1.0% 20% False False 713
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 0.0029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1409
2.618 1.1231
1.618 1.1122
1.000 1.1055
0.618 1.1013
HIGH 1.0946
0.618 1.0904
0.500 1.0892
0.382 1.0879
LOW 1.0837
0.618 1.0770
1.000 1.0728
1.618 1.0661
2.618 1.0552
4.250 1.0374
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 1.0902 1.1031
PP 1.0897 1.0990
S1 1.0892 1.0948

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

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