CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 1.0896 1.0906 0.0010 0.1% 1.0984
High 1.0948 1.0950 0.0002 0.0% 1.1137
Low 1.0852 1.0879 0.0027 0.2% 1.0899
Close 1.0901 1.0926 0.0025 0.2% 1.0971
Range 0.0096 0.0071 -0.0025 -26.0% 0.0238
ATR 0.0120 0.0117 -0.0004 -2.9% 0.0000
Volume 235,601 146,531 -89,070 -37.8% 1,121,432
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1131 1.1100 1.0965
R3 1.1060 1.1029 1.0946
R2 1.0989 1.0989 1.0939
R1 1.0958 1.0958 1.0933 1.0974
PP 1.0918 1.0918 1.0918 1.0926
S1 1.0887 1.0887 1.0919 1.0903
S2 1.0847 1.0847 1.0913
S3 1.0776 1.0816 1.0906
S4 1.0705 1.0745 1.0887
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1716 1.1582 1.1102
R3 1.1478 1.1344 1.1036
R2 1.1240 1.1240 1.1015
R1 1.1106 1.1106 1.0993 1.1054
PP 1.1002 1.1002 1.1002 1.0977
S1 1.0868 1.0868 1.0949 1.0816
S2 1.0764 1.0764 1.0927
S3 1.0526 1.0630 1.0906
S4 1.0288 1.0392 1.0840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1121 1.0852 0.0269 2.5% 0.0105 1.0% 28% False False 204,476
10 1.1137 1.0852 0.0285 2.6% 0.0105 1.0% 26% False False 199,130
20 1.1226 1.0817 0.0409 3.7% 0.0113 1.0% 27% False False 202,516
40 1.1450 1.0817 0.0633 5.8% 0.0123 1.1% 17% False False 215,506
60 1.1485 1.0817 0.0668 6.1% 0.0133 1.2% 16% False False 151,679
80 1.1485 1.0595 0.0890 8.1% 0.0133 1.2% 37% False False 114,142
100 1.1485 1.0545 0.0940 8.6% 0.0139 1.3% 41% False False 91,471
120 1.1485 1.0494 0.0991 9.1% 0.0134 1.2% 44% False False 76,259
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1252
2.618 1.1136
1.618 1.1065
1.000 1.1021
0.618 1.0994
HIGH 1.0950
0.618 1.0923
0.500 1.0915
0.382 1.0906
LOW 1.0879
0.618 1.0835
1.000 1.0808
1.618 1.0764
2.618 1.0693
4.250 1.0577
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 1.0922 1.0925
PP 1.0918 1.0924
S1 1.0915 1.0923

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

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