CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 1.1488 1.1429 -0.0059 -0.5% 1.1276
High 1.1536 1.1540 0.0004 0.0% 1.1433
Low 1.1438 1.1420 -0.0018 -0.2% 1.1232
Close 1.1532 1.1437 -0.0095 -0.8% 1.1421
Range 0.0098 0.0120 0.0022 22.4% 0.0201
ATR 0.0090 0.0092 0.0002 2.4% 0.0000
Volume 7 79 72 1,028.6% 311
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1826 1.1751 1.1503
R3 1.1706 1.1631 1.1470
R2 1.1586 1.1586 1.1459
R1 1.1511 1.1511 1.1448 1.1549
PP 1.1466 1.1466 1.1466 1.1484
S1 1.1391 1.1391 1.1426 1.1429
S2 1.1346 1.1346 1.1415
S3 1.1226 1.1271 1.1404
S4 1.1106 1.1151 1.1371
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1965 1.1894 1.1532
R3 1.1764 1.1693 1.1476
R2 1.1563 1.1563 1.1458
R1 1.1492 1.1492 1.1439 1.1528
PP 1.1362 1.1362 1.1362 1.1380
S1 1.1291 1.1291 1.1403 1.1327
S2 1.1161 1.1161 1.1384
S3 1.0960 1.1090 1.1366
S4 1.0759 1.0889 1.1310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1540 1.1323 0.0217 1.9% 0.0083 0.7% 53% True False 22
10 1.1540 1.1220 0.0320 2.8% 0.0091 0.8% 68% True False 46
20 1.1540 1.1172 0.0368 3.2% 0.0094 0.8% 72% True False 34
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 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2050
2.618 1.1854
1.618 1.1734
1.000 1.1660
0.618 1.1614
HIGH 1.1540
0.618 1.1494
0.500 1.1480
0.382 1.1466
LOW 1.1420
0.618 1.1346
1.000 1.1300
1.618 1.1226
2.618 1.1106
4.250 1.0910
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 1.1480 1.1470
PP 1.1466 1.1459
S1 1.1451 1.1448

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

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