CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 1.0940 1.1175 0.0235 2.1% 1.0999
High 1.1208 1.1301 0.0093 0.8% 1.1024
Low 1.0933 1.1095 0.0162 1.5% 1.0837
Close 1.1183 1.1265 0.0082 0.7% 1.0997
Range 0.0275 0.0206 -0.0069 -25.1% 0.0187
ATR 0.0142 0.0147 0.0005 3.2% 0.0000
Volume 22,682 24,764 2,082 9.2% 26,917
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1838 1.1758 1.1378
R3 1.1632 1.1552 1.1322
R2 1.1426 1.1426 1.1303
R1 1.1346 1.1346 1.1284 1.1386
PP 1.1220 1.1220 1.1220 1.1241
S1 1.1140 1.1140 1.1246 1.1180
S2 1.1014 1.1014 1.1227
S3 1.0808 1.0934 1.1208
S4 1.0602 1.0728 1.1152
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 1.1514 1.1442 1.1100
R3 1.1327 1.1255 1.1048
R2 1.1140 1.1140 1.1031
R1 1.1068 1.1068 1.1014 1.1011
PP 1.0953 1.0953 1.0953 1.0924
S1 1.0881 1.0881 1.0980 1.0824
S2 1.0766 1.0766 1.0963
S3 1.0579 1.0694 1.0946
S4 1.0392 1.0507 1.0894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1301 1.0883 0.0418 3.7% 0.0150 1.3% 91% True False 14,041
10 1.1301 1.0837 0.0464 4.1% 0.0139 1.2% 92% True False 9,183
20 1.1485 1.0837 0.0648 5.8% 0.0142 1.3% 66% False False 5,677
40 1.1485 1.0545 0.0940 8.3% 0.0138 1.2% 77% False False 3,402
60 1.1485 1.0494 0.0991 8.8% 0.0148 1.3% 78% False False 2,506
80 1.1485 1.0494 0.0991 8.8% 0.0133 1.2% 78% False False 1,906
100 1.1900 1.0494 0.1406 12.5% 0.0131 1.2% 55% False False 1,550
120 1.2564 1.0494 0.2070 18.4% 0.0118 1.0% 37% False False 1,298
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2177
2.618 1.1840
1.618 1.1634
1.000 1.1507
0.618 1.1428
HIGH 1.1301
0.618 1.1222
0.500 1.1198
0.382 1.1174
LOW 1.1095
0.618 1.0968
1.000 1.0889
1.618 1.0762
2.618 1.0556
4.250 1.0220
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 1.1243 1.1211
PP 1.1220 1.1157
S1 1.1198 1.1103

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

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