CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 1.1353 1.1179 -0.0174 -1.5% 1.1234
High 1.1360 1.1247 -0.0113 -1.0% 1.1450
Low 1.1146 1.1171 0.0025 0.2% 1.1204
Close 1.1180 1.1218 0.0038 0.3% 1.1366
Range 0.0214 0.0076 -0.0138 -64.5% 0.0246
ATR 0.0145 0.0140 -0.0005 -3.4% 0.0000
Volume 272,290 212,678 -59,612 -21.9% 1,080,000
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1440 1.1405 1.1260
R3 1.1364 1.1329 1.1239
R2 1.1288 1.1288 1.1232
R1 1.1253 1.1253 1.1225 1.1271
PP 1.1212 1.1212 1.1212 1.1221
S1 1.1177 1.1177 1.1211 1.1195
S2 1.1136 1.1136 1.1204
S3 1.1060 1.1101 1.1197
S4 1.0984 1.1025 1.1176
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.2078 1.1968 1.1501
R3 1.1832 1.1722 1.1434
R2 1.1586 1.1586 1.1411
R1 1.1476 1.1476 1.1389 1.1531
PP 1.1340 1.1340 1.1340 1.1368
S1 1.1230 1.1230 1.1343 1.1285
S2 1.1094 1.1094 1.1321
S3 1.0848 1.0984 1.1298
S4 1.0602 1.0738 1.1231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1450 1.1146 0.0304 2.7% 0.0122 1.1% 24% False False 225,103
10 1.1450 1.1146 0.0304 2.7% 0.0129 1.1% 24% False False 228,309
20 1.1450 1.0883 0.0567 5.1% 0.0145 1.3% 59% False False 136,596
40 1.1485 1.0837 0.0648 5.8% 0.0145 1.3% 59% False False 69,672
60 1.1485 1.0545 0.0940 8.4% 0.0139 1.2% 72% False False 46,690
80 1.1485 1.0494 0.0991 8.8% 0.0146 1.3% 73% False False 35,162
100 1.1560 1.0494 0.1066 9.5% 0.0135 1.2% 68% False False 28,147
120 1.2003 1.0494 0.1509 13.5% 0.0130 1.2% 48% False False 23,476
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.1570
2.618 1.1446
1.618 1.1370
1.000 1.1323
0.618 1.1294
HIGH 1.1247
0.618 1.1218
0.500 1.1209
0.382 1.1200
LOW 1.1171
0.618 1.1124
1.000 1.1095
1.618 1.1048
2.618 1.0972
4.250 1.0848
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 1.1215 1.1285
PP 1.1212 1.1263
S1 1.1209 1.1240

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

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