CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 1.0953 1.0884 -0.0069 -0.6% 1.1142
High 1.0972 1.0916 -0.0056 -0.5% 1.1207
Low 1.0864 1.0836 -0.0028 -0.3% 1.0836
Close 1.0883 1.0857 -0.0026 -0.2% 1.0857
Range 0.0108 0.0080 -0.0028 -25.9% 0.0371
ATR 0.0141 0.0137 -0.0004 -3.1% 0.0000
Volume 227,379 148,275 -79,104 -34.8% 1,012,020
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1110 1.1063 1.0901
R3 1.1030 1.0983 1.0879
R2 1.0950 1.0950 1.0872
R1 1.0903 1.0903 1.0864 1.0887
PP 1.0870 1.0870 1.0870 1.0861
S1 1.0823 1.0823 1.0850 1.0807
S2 1.0790 1.0790 1.0842
S3 1.0710 1.0743 1.0835
S4 1.0630 1.0663 1.0813
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.2080 1.1839 1.1061
R3 1.1709 1.1468 1.0959
R2 1.1338 1.1338 1.0925
R1 1.1097 1.1097 1.0891 1.1032
PP 1.0967 1.0967 1.0967 1.0934
S1 1.0726 1.0726 1.0823 1.0661
S2 1.0596 1.0596 1.0789
S3 1.0225 1.0355 1.0755
S4 0.9854 0.9984 1.0653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1207 1.0836 0.0371 3.4% 0.0124 1.1% 6% False True 202,404
10 1.1226 1.0836 0.0390 3.6% 0.0133 1.2% 5% False True 221,550
20 1.1424 1.0836 0.0588 5.4% 0.0134 1.2% 4% False True 221,759
40 1.1450 1.0836 0.0614 5.7% 0.0141 1.3% 3% False True 158,203
60 1.1485 1.0690 0.0795 7.3% 0.0141 1.3% 21% False False 106,138
80 1.1485 1.0545 0.0940 8.7% 0.0138 1.3% 33% False False 79,801
100 1.1485 1.0494 0.0991 9.1% 0.0142 1.3% 37% False False 63,924
120 1.1560 1.0494 0.1066 9.8% 0.0133 1.2% 34% False False 53,285
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0028
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1256
2.618 1.1125
1.618 1.1045
1.000 1.0996
0.618 1.0965
HIGH 1.0916
0.618 1.0885
0.500 1.0876
0.382 1.0867
LOW 1.0836
0.618 1.0787
1.000 1.0756
1.618 1.0707
2.618 1.0627
4.250 1.0496
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 1.0876 1.0940
PP 1.0870 1.0912
S1 1.0863 1.0885

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

View Archives - Comment on this page... - Back to Index of Symbols