CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 1.1115 1.1245 0.0130 1.2% 1.0906
High 1.1300 1.1320 0.0020 0.2% 1.1320
Low 1.1115 1.1232 0.0117 1.1% 1.0868
Close 1.1300 1.1232 -0.0068 -0.6% 1.1232
Range 0.0185 0.0088 -0.0097 -52.4% 0.0452
ATR 0.0121 0.0118 -0.0002 -1.9% 0.0000
Volume 129 133 4 3.1% 655
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 1.1525 1.1467 1.1280
R3 1.1437 1.1379 1.1256
R2 1.1349 1.1349 1.1248
R1 1.1291 1.1291 1.1240 1.1276
PP 1.1261 1.1261 1.1261 1.1254
S1 1.1203 1.1203 1.1224 1.1188
S2 1.1173 1.1173 1.1216
S3 1.1085 1.1115 1.1208
S4 1.0997 1.1027 1.1184
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 1.2496 1.2316 1.1481
R3 1.2044 1.1864 1.1356
R2 1.1592 1.1592 1.1315
R1 1.1412 1.1412 1.1273 1.1502
PP 1.1140 1.1140 1.1140 1.1185
S1 1.0960 1.0960 1.1191 1.1050
S2 1.0688 1.0688 1.1149
S3 1.0236 1.0508 1.1108
S4 0.9784 1.0056 1.0983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1320 1.0868 0.0452 4.0% 0.0130 1.2% 81% True False 131
10 1.1320 1.0711 0.0609 5.4% 0.0111 1.0% 86% True False 75
20 1.1320 1.0570 0.0750 6.7% 0.0110 1.0% 88% True False 58
40 1.1320 1.0520 0.0800 7.1% 0.0119 1.1% 89% True False 49
60 1.1500 1.0520 0.0980 8.7% 0.0099 0.9% 73% False False 37
Crabel Price Patterns
NR True
NR4 True
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1694
2.618 1.1550
1.618 1.1462
1.000 1.1408
0.618 1.1374
HIGH 1.1320
0.618 1.1286
0.500 1.1276
0.382 1.1266
LOW 1.1232
0.618 1.1178
1.000 1.1144
1.618 1.1090
2.618 1.1002
4.250 1.0858
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 1.1276 1.1213
PP 1.1261 1.1194
S1 1.1247 1.1176

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

View Archives - Comment on this page... - Back to Index of Symbols