CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 1.1433 1.1450 0.0017 0.1% 1.1380
High 1.1470 1.1464 -0.0006 -0.1% 1.1470
Low 1.1420 1.1367 -0.0053 -0.5% 1.1310
Close 1.1425 1.1449 0.0024 0.2% 1.1425
Range 0.0050 0.0097 0.0047 94.0% 0.0160
ATR 0.0103 0.0103 0.0000 -0.4% 0.0000
Volume 29 58 29 100.0% 248
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1718 1.1680 1.1502
R3 1.1621 1.1583 1.1476
R2 1.1524 1.1524 1.1467
R1 1.1486 1.1486 1.1458 1.1457
PP 1.1427 1.1427 1.1427 1.1412
S1 1.1389 1.1389 1.1440 1.1360
S2 1.1330 1.1330 1.1431
S3 1.1233 1.1292 1.1422
S4 1.1136 1.1195 1.1396
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1882 1.1813 1.1513
R3 1.1722 1.1653 1.1469
R2 1.1562 1.1562 1.1454
R1 1.1493 1.1493 1.1440 1.1528
PP 1.1402 1.1402 1.1402 1.1419
S1 1.1333 1.1333 1.1410 1.1368
S2 1.1242 1.1242 1.1396
S3 1.1082 1.1173 1.1381
S4 1.0922 1.1013 1.1337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1470 1.1311 0.0159 1.4% 0.0071 0.6% 87% False False 46
10 1.1560 1.1310 0.0250 2.2% 0.0103 0.9% 56% False False 72
20 1.1672 1.1135 0.0537 4.7% 0.0112 1.0% 58% False False 116
40 1.2360 1.1135 0.1225 10.7% 0.0089 0.8% 26% False False 85
60 1.2610 1.1135 0.1475 12.9% 0.0073 0.6% 21% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1876
2.618 1.1718
1.618 1.1621
1.000 1.1561
0.618 1.1524
HIGH 1.1464
0.618 1.1427
0.500 1.1416
0.382 1.1404
LOW 1.1367
0.618 1.1307
1.000 1.1270
1.618 1.1210
2.618 1.1113
4.250 1.0955
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 1.1438 1.1434
PP 1.1427 1.1420
S1 1.1416 1.1405

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

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