CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 1.1240 1.1381 0.0141 1.3% 1.1119
High 1.1394 1.1718 0.0324 2.8% 1.1394
Low 1.1233 1.1373 0.0140 1.2% 1.1020
Close 1.1358 1.1603 0.0245 2.2% 1.1358
Range 0.0161 0.0345 0.0184 114.3% 0.0374
ATR 0.0121 0.0138 0.0017 14.1% 0.0000
Volume 307,585 563,021 255,436 83.0% 1,127,952
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.2600 1.2446 1.1793
R3 1.2255 1.2101 1.1698
R2 1.1910 1.1910 1.1666
R1 1.1756 1.1756 1.1635 1.1833
PP 1.1565 1.1565 1.1565 1.1603
S1 1.1411 1.1411 1.1571 1.1488
S2 1.1220 1.1220 1.1540
S3 1.0875 1.1066 1.1508
S4 1.0530 1.0721 1.1413
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.2379 1.2243 1.1564
R3 1.2005 1.1869 1.1461
R2 1.1631 1.1631 1.1427
R1 1.1495 1.1495 1.1392 1.1563
PP 1.1257 1.1257 1.1257 1.1292
S1 1.1121 1.1121 1.1324 1.1189
S2 1.0883 1.0883 1.1289
S3 1.0509 1.0747 1.1255
S4 1.0135 1.0373 1.1152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1718 1.1020 0.0698 6.0% 0.0168 1.4% 84% True False 304,795
10 1.1718 1.0965 0.0753 6.5% 0.0143 1.2% 85% True False 263,075
20 1.1718 1.0852 0.0866 7.5% 0.0124 1.1% 87% True False 233,317
40 1.1718 1.0817 0.0901 7.8% 0.0129 1.1% 87% True False 225,937
60 1.1718 1.0817 0.0901 7.8% 0.0134 1.2% 87% True False 201,912
80 1.1718 1.0817 0.0901 7.8% 0.0133 1.1% 87% True False 152,247
100 1.1718 1.0545 0.1173 10.1% 0.0134 1.2% 90% True False 121,978
120 1.1718 1.0494 0.1224 10.5% 0.0140 1.2% 91% True False 101,756
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 0.0021
Widest range in 111 trading days
Fibonacci Retracements and Extensions
4.250 1.3184
2.618 1.2621
1.618 1.2276
1.000 1.2063
0.618 1.1931
HIGH 1.1718
0.618 1.1586
0.500 1.1546
0.382 1.1505
LOW 1.1373
0.618 1.1160
1.000 1.1028
1.618 1.0815
2.618 1.0470
4.250 0.9907
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 1.1584 1.1540
PP 1.1565 1.1477
S1 1.1546 1.1414

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

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