CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 1.0636 1.0647 0.0011 0.1% 1.0740
High 1.0677 1.0693 0.0016 0.1% 1.0767
Low 1.0622 1.0568 -0.0054 -0.5% 1.0620
Close 1.0659 1.0619 -0.0040 -0.4% 1.0656
Range 0.0055 0.0125 0.0070 127.3% 0.0147
ATR 0.0094 0.0096 0.0002 2.4% 0.0000
Volume 192,624 248,522 55,898 29.0% 1,023,293
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1002 1.0935 1.0688
R3 1.0877 1.0810 1.0653
R2 1.0752 1.0752 1.0642
R1 1.0685 1.0685 1.0630 1.0656
PP 1.0627 1.0627 1.0627 1.0612
S1 1.0560 1.0560 1.0608 1.0531
S2 1.0502 1.0502 1.0596
S3 1.0377 1.0435 1.0585
S4 1.0252 1.0310 1.0550
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1122 1.1036 1.0737
R3 1.0975 1.0889 1.0696
R2 1.0828 1.0828 1.0683
R1 1.0742 1.0742 1.0669 1.0712
PP 1.0681 1.0681 1.0681 1.0666
S1 1.0595 1.0595 1.0643 1.0565
S2 1.0534 1.0534 1.0629
S3 1.0387 1.0448 1.0616
S4 1.0240 1.0301 1.0575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0767 1.0568 0.0199 1.9% 0.0089 0.8% 26% False True 222,976
10 1.0835 1.0568 0.0267 2.5% 0.0091 0.9% 19% False True 218,346
20 1.1079 1.0568 0.0511 4.8% 0.0093 0.9% 10% False True 217,539
40 1.1505 1.0568 0.0937 8.8% 0.0098 0.9% 5% False True 206,920
60 1.1505 1.0568 0.0937 8.8% 0.0103 1.0% 5% False True 194,880
80 1.1730 1.0568 0.1162 10.9% 0.0112 1.1% 4% False True 147,040
100 1.1730 1.0568 0.1162 10.9% 0.0112 1.1% 4% False True 117,816
120 1.1730 1.0568 0.1162 10.9% 0.0113 1.1% 4% False True 98,251
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1224
2.618 1.1020
1.618 1.0895
1.000 1.0818
0.618 1.0770
HIGH 1.0693
0.618 1.0645
0.500 1.0631
0.382 1.0616
LOW 1.0568
0.618 1.0491
1.000 1.0443
1.618 1.0366
2.618 1.0241
4.250 1.0037
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 1.0631 1.0631
PP 1.0627 1.0627
S1 1.0623 1.0623

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

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