CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 1.1144 1.1064 -0.0080 -0.7% 1.1380
High 1.1187 1.1134 -0.0053 -0.5% 1.1424
Low 1.1054 1.1043 -0.0011 -0.1% 1.1141
Close 1.1059 1.1096 0.0037 0.3% 1.1172
Range 0.0133 0.0091 -0.0042 -31.6% 0.0283
ATR 0.0145 0.0141 -0.0004 -2.7% 0.0000
Volume 203,073 174,067 -29,006 -14.3% 1,050,657
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1364 1.1321 1.1146
R3 1.1273 1.1230 1.1121
R2 1.1182 1.1182 1.1113
R1 1.1139 1.1139 1.1104 1.1161
PP 1.1091 1.1091 1.1091 1.1102
S1 1.1048 1.1048 1.1088 1.1070
S2 1.1000 1.1000 1.1079
S3 1.0909 1.0957 1.1071
S4 1.0818 1.0866 1.1046
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.2095 1.1916 1.1328
R3 1.1812 1.1633 1.1250
R2 1.1529 1.1529 1.1224
R1 1.1350 1.1350 1.1198 1.1298
PP 1.1246 1.1246 1.1246 1.1220
S1 1.1067 1.1067 1.1146 1.1015
S2 1.0963 1.0963 1.1120
S3 1.0680 1.0784 1.1094
S4 1.0397 1.0501 1.1016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1292 1.0962 0.0330 3.0% 0.0155 1.4% 41% False False 236,967
10 1.1424 1.0962 0.0462 4.2% 0.0135 1.2% 29% False False 221,967
20 1.1450 1.0962 0.0488 4.4% 0.0143 1.3% 27% False False 200,441
40 1.1485 1.0837 0.0648 5.8% 0.0142 1.3% 40% False False 103,425
60 1.1485 1.0545 0.0940 8.5% 0.0140 1.3% 59% False False 69,340
80 1.1485 1.0494 0.0991 8.9% 0.0146 1.3% 61% False False 52,189
100 1.1485 1.0494 0.0991 8.9% 0.0136 1.2% 61% False False 41,774
120 1.1877 1.0494 0.1383 12.5% 0.0134 1.2% 44% False False 34,832
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1521
2.618 1.1372
1.618 1.1281
1.000 1.1225
0.618 1.1190
HIGH 1.1134
0.618 1.1099
0.500 1.1089
0.382 1.1078
LOW 1.1043
0.618 1.0987
1.000 1.0952
1.618 1.0896
2.618 1.0805
4.250 1.0656
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 1.1094 1.1150
PP 1.1091 1.1132
S1 1.1089 1.1114

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

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