CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 1.1227 1.1235 0.0008 0.1% 1.1235
High 1.1266 1.1374 0.0108 1.0% 1.1374
Low 1.1208 1.1220 0.0012 0.1% 1.1208
Close 1.1244 1.1287 0.0043 0.4% 1.1287
Range 0.0058 0.0154 0.0096 165.5% 0.0166
ATR 0.0095 0.0100 0.0004 4.4% 0.0000
Volume 5 53 48 960.0% 100
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1756 1.1675 1.1372
R3 1.1602 1.1521 1.1329
R2 1.1448 1.1448 1.1315
R1 1.1367 1.1367 1.1301 1.1408
PP 1.1294 1.1294 1.1294 1.1314
S1 1.1213 1.1213 1.1273 1.1254
S2 1.1140 1.1140 1.1259
S3 1.0986 1.1059 1.1245
S4 1.0832 1.0905 1.1202
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1788 1.1703 1.1378
R3 1.1622 1.1537 1.1333
R2 1.1456 1.1456 1.1317
R1 1.1371 1.1371 1.1302 1.1414
PP 1.1290 1.1290 1.1290 1.1311
S1 1.1205 1.1205 1.1272 1.1248
S2 1.1124 1.1124 1.1257
S3 1.0958 1.1039 1.1241
S4 1.0792 1.0873 1.1196
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1374 1.1208 0.0166 1.5% 0.0094 0.8% 48% True False 20
10 1.1385 1.1172 0.0213 1.9% 0.0098 0.9% 54% False False 26
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 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2029
2.618 1.1777
1.618 1.1623
1.000 1.1528
0.618 1.1469
HIGH 1.1374
0.618 1.1315
0.500 1.1297
0.382 1.1279
LOW 1.1220
0.618 1.1125
1.000 1.1066
1.618 1.0971
2.618 1.0817
4.250 1.0566
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 1.1297 1.1291
PP 1.1294 1.1290
S1 1.1290 1.1288

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

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