CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 1.0897 1.0978 0.0081 0.7% 1.0510
High 1.0999 1.1055 0.0056 0.5% 1.1020
Low 1.0798 1.0922 0.0124 1.1% 1.0510
Close 1.0970 1.0946 -0.0024 -0.2% 1.0839
Range 0.0201 0.0133 -0.0068 -33.8% 0.0510
ATR 0.0161 0.0159 -0.0002 -1.2% 0.0000
Volume 621 998 377 60.7% 2,471
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1373 1.1293 1.1019
R3 1.1240 1.1160 1.0983
R2 1.1107 1.1107 1.0970
R1 1.1027 1.1027 1.0958 1.1001
PP 1.0974 1.0974 1.0974 1.0961
S1 1.0894 1.0894 1.0934 1.0868
S2 1.0841 1.0841 1.0922
S3 1.0708 1.0761 1.0909
S4 1.0575 1.0628 1.0873
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.2320 1.2089 1.1120
R3 1.1810 1.1579 1.0979
R2 1.1300 1.1300 1.0933
R1 1.1069 1.1069 1.0886 1.1185
PP 1.0790 1.0790 1.0790 1.0847
S1 1.0559 1.0559 1.0792 1.0675
S2 1.0280 1.0280 1.0746
S3 0.9770 1.0049 1.0699
S4 0.9260 0.9539 1.0559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1055 1.0607 0.0448 4.1% 0.0252 2.3% 76% True False 696
10 1.1055 1.0494 0.0561 5.1% 0.0205 1.9% 81% True False 560
20 1.1414 1.0494 0.0920 8.4% 0.0152 1.4% 49% False False 361
40 1.1560 1.0494 0.1066 9.7% 0.0123 1.1% 42% False False 226
60 1.2251 1.0494 0.1757 16.1% 0.0114 1.0% 26% False False 181
80 1.2564 1.0494 0.2070 18.9% 0.0096 0.9% 22% False False 137
100 1.2800 1.0494 0.2306 21.1% 0.0086 0.8% 20% False False 111
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0039
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1620
2.618 1.1403
1.618 1.1270
1.000 1.1188
0.618 1.1137
HIGH 1.1055
0.618 1.1004
0.500 1.0989
0.382 1.0973
LOW 1.0922
0.618 1.0840
1.000 1.0789
1.618 1.0707
2.618 1.0574
4.250 1.0357
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 1.0989 1.0921
PP 1.0974 1.0896
S1 1.0960 1.0871

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

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