CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 1.1405 1.1470 0.0065 0.6% 1.1398
High 1.1443 1.1475 0.0032 0.3% 1.1476
Low 1.1404 1.1424 0.0020 0.2% 1.1330
Close 1.1443 1.1424 -0.0019 -0.2% 1.1452
Range 0.0039 0.0051 0.0012 30.8% 0.0146
ATR 0.0069 0.0068 -0.0001 -1.9% 0.0000
Volume 2 5 3 150.0% 145
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1594 1.1560 1.1452
R3 1.1543 1.1509 1.1438
R2 1.1492 1.1492 1.1433
R1 1.1458 1.1458 1.1429 1.1450
PP 1.1441 1.1441 1.1441 1.1437
S1 1.1407 1.1407 1.1419 1.1399
S2 1.1390 1.1390 1.1415
S3 1.1339 1.1356 1.1410
S4 1.1288 1.1305 1.1396
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1857 1.1801 1.1532
R3 1.1711 1.1655 1.1492
R2 1.1565 1.1565 1.1479
R1 1.1509 1.1509 1.1465 1.1537
PP 1.1419 1.1419 1.1419 1.1434
S1 1.1363 1.1363 1.1439 1.1391
S2 1.1273 1.1273 1.1425
S3 1.1127 1.1217 1.1412
S4 1.0981 1.1071 1.1372
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1477 1.1378 0.0099 0.9% 0.0044 0.4% 46% False False 29
10 1.1535 1.1330 0.0205 1.8% 0.0051 0.4% 46% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1692
2.618 1.1609
1.618 1.1558
1.000 1.1526
0.618 1.1507
HIGH 1.1475
0.618 1.1456
0.500 1.1450
0.382 1.1443
LOW 1.1424
0.618 1.1392
1.000 1.1373
1.618 1.1341
2.618 1.1290
4.250 1.1207
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 1.1450 1.1441
PP 1.1441 1.1435
S1 1.1433 1.1430

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

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