CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 1.1008 1.1084 0.0076 0.7% 1.1001
High 1.1104 1.1136 0.0032 0.3% 1.1292
Low 1.0985 1.1001 0.0016 0.1% 1.0962
Close 1.1071 1.1022 -0.0049 -0.4% 1.1096
Range 0.0119 0.0135 0.0016 13.4% 0.0330
ATR 0.0139 0.0139 0.0000 -0.2% 0.0000
Volume 215,436 172,849 -42,587 -19.8% 1,002,852
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1458 1.1375 1.1096
R3 1.1323 1.1240 1.1059
R2 1.1188 1.1188 1.1047
R1 1.1105 1.1105 1.1034 1.1079
PP 1.1053 1.1053 1.1053 1.1040
S1 1.0970 1.0970 1.1010 1.0944
S2 1.0918 1.0918 1.0997
S3 1.0783 1.0835 1.0985
S4 1.0648 1.0700 1.0948
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.2107 1.1931 1.1278
R3 1.1777 1.1601 1.1187
R2 1.1447 1.1447 1.1157
R1 1.1271 1.1271 1.1126 1.1359
PP 1.1117 1.1117 1.1117 1.1161
S1 1.0941 1.0941 1.1066 1.1029
S2 1.0787 1.0787 1.1036
S3 1.0457 1.0611 1.1005
S4 1.0127 1.0281 1.0915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1136 1.0927 0.0209 1.9% 0.0125 1.1% 45% True False 219,524
10 1.1292 1.0927 0.0365 3.3% 0.0138 1.3% 26% False False 228,683
20 1.1450 1.0927 0.0523 4.7% 0.0133 1.2% 18% False False 228,496
40 1.1485 1.0837 0.0648 5.9% 0.0143 1.3% 29% False False 126,261
60 1.1485 1.0595 0.0890 8.1% 0.0140 1.3% 48% False False 84,684
80 1.1485 1.0545 0.0940 8.5% 0.0145 1.3% 51% False False 63,710
100 1.1485 1.0494 0.0991 9.0% 0.0138 1.3% 53% False False 51,008
120 1.1672 1.0494 0.1178 10.7% 0.0134 1.2% 45% False False 42,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1710
2.618 1.1489
1.618 1.1354
1.000 1.1271
0.618 1.1219
HIGH 1.1136
0.618 1.1084
0.500 1.1069
0.382 1.1053
LOW 1.1001
0.618 1.0918
1.000 1.0866
1.618 1.0783
2.618 1.0648
4.250 1.0427
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 1.1069 1.1032
PP 1.1053 1.1028
S1 1.1038 1.1025

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

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