CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 1.1053 1.1142 0.0089 0.8% 1.1012
High 1.1226 1.1207 -0.0019 -0.2% 1.1226
Low 1.1053 1.1003 -0.0050 -0.5% 1.0927
Close 1.1138 1.1007 -0.0131 -1.2% 1.1138
Range 0.0173 0.0204 0.0031 17.9% 0.0299
ATR 0.0144 0.0148 0.0004 3.0% 0.0000
Volume 279,930 254,149 -25,781 -9.2% 1,203,486
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1684 1.1550 1.1119
R3 1.1480 1.1346 1.1063
R2 1.1276 1.1276 1.1044
R1 1.1142 1.1142 1.1026 1.1107
PP 1.1072 1.1072 1.1072 1.1055
S1 1.0938 1.0938 1.0988 1.0903
S2 1.0868 1.0868 1.0970
S3 1.0664 1.0734 1.0951
S4 1.0460 1.0530 1.0895
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1994 1.1865 1.1302
R3 1.1695 1.1566 1.1220
R2 1.1396 1.1396 1.1193
R1 1.1267 1.1267 1.1165 1.1332
PP 1.1097 1.1097 1.1097 1.1129
S1 1.0968 1.0968 1.1111 1.1033
S2 1.0798 1.0798 1.1083
S3 1.0499 1.0669 1.1056
S4 1.0200 1.0370 1.0974
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1226 1.0927 0.0299 2.7% 0.0154 1.4% 27% False False 239,550
10 1.1292 1.0927 0.0365 3.3% 0.0160 1.4% 22% False False 246,048
20 1.1450 1.0927 0.0523 4.8% 0.0137 1.2% 15% False False 229,557
40 1.1485 1.0837 0.0648 5.9% 0.0145 1.3% 26% False False 139,512
60 1.1485 1.0687 0.0798 7.2% 0.0141 1.3% 40% False False 93,553
80 1.1485 1.0545 0.0940 8.5% 0.0141 1.3% 49% False False 70,370
100 1.1485 1.0494 0.0991 9.0% 0.0141 1.3% 52% False False 56,348
120 1.1580 1.0494 0.1086 9.9% 0.0136 1.2% 47% False False 46,973
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 0.0028
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2074
2.618 1.1741
1.618 1.1537
1.000 1.1411
0.618 1.1333
HIGH 1.1207
0.618 1.1129
0.500 1.1105
0.382 1.1081
LOW 1.1003
0.618 1.0877
1.000 1.0799
1.618 1.0673
2.618 1.0469
4.250 1.0136
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 1.1105 1.1114
PP 1.1072 1.1078
S1 1.1040 1.1043

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

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