CME Euro FX (E) Future June 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 1.1575 1.1633 0.0058 0.5% 1.1877
High 1.1695 1.1671 -0.0024 -0.2% 1.1888
Low 1.1563 1.1333 -0.0230 -2.0% 1.1491
Close 1.1609 1.1395 -0.0214 -1.8% 1.1603
Range 0.0132 0.0338 0.0206 156.1% 0.0397
ATR 0.0106 0.0123 0.0017 15.6% 0.0000
Volume 1,450 1,278 -172 -11.9% 4,601
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2480 1.2276 1.1581
R3 1.2142 1.1938 1.1488
R2 1.1804 1.1804 1.1457
R1 1.1600 1.1600 1.1426 1.1533
PP 1.1466 1.1466 1.1466 1.1433
S1 1.1262 1.1262 1.1364 1.1195
S2 1.1128 1.1128 1.1333
S3 1.0790 1.0924 1.1302
S4 1.0452 1.0586 1.1209
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 1.2852 1.2624 1.1821
R3 1.2455 1.2227 1.1712
R2 1.2058 1.2058 1.1676
R1 1.1830 1.1830 1.1639 1.1746
PP 1.1661 1.1661 1.1661 1.1618
S1 1.1433 1.1433 1.1567 1.1349
S2 1.1264 1.1264 1.1530
S3 1.0867 1.1036 1.1494
S4 1.0470 1.0639 1.1385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1806 1.1333 0.0473 4.2% 0.0192 1.7% 13% False True 1,520
10 1.1888 1.1333 0.0555 4.9% 0.0142 1.2% 11% False True 1,154
20 1.2256 1.1333 0.0923 8.1% 0.0106 0.9% 7% False True 739
40 1.2582 1.1333 0.1249 11.0% 0.0101 0.9% 5% False True 517
60 1.2781 1.1333 0.1448 12.7% 0.0096 0.8% 4% False True 367
80 1.2865 1.1333 0.1532 13.4% 0.0094 0.8% 4% False True 287
100 1.3220 1.1333 0.1887 16.6% 0.0087 0.8% 3% False True 234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 1.3108
2.618 1.2556
1.618 1.2218
1.000 1.2009
0.618 1.1880
HIGH 1.1671
0.618 1.1542
0.500 1.1502
0.382 1.1462
LOW 1.1333
0.618 1.1124
1.000 1.0995
1.618 1.0786
2.618 1.0448
4.250 0.9897
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 1.1502 1.1514
PP 1.1466 1.1474
S1 1.1431 1.1435

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

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