CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 1.1316 1.1250 -0.0066 -0.6% 1.1381
High 1.1367 1.1312 -0.0055 -0.5% 1.1718
Low 1.1205 1.1158 -0.0047 -0.4% 1.1158
Close 1.1268 1.1185 -0.0083 -0.7% 1.1185
Range 0.0162 0.0154 -0.0008 -4.9% 0.0560
ATR 0.0153 0.0153 0.0000 0.0% 0.0000
Volume 268,578 217,756 -50,822 -18.9% 1,791,302
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1680 1.1587 1.1270
R3 1.1526 1.1433 1.1227
R2 1.1372 1.1372 1.1213
R1 1.1279 1.1279 1.1199 1.1249
PP 1.1218 1.1218 1.1218 1.1203
S1 1.1125 1.1125 1.1171 1.1095
S2 1.1064 1.1064 1.1157
S3 1.0910 1.0971 1.1143
S4 1.0756 1.0817 1.1100
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.3034 1.2669 1.1493
R3 1.2474 1.2109 1.1339
R2 1.1914 1.1914 1.1288
R1 1.1549 1.1549 1.1236 1.1452
PP 1.1354 1.1354 1.1354 1.1305
S1 1.0989 1.0989 1.1134 1.0892
S2 1.0794 1.0794 1.1082
S3 1.0234 1.0429 1.1031
S4 0.9674 0.9869 1.0877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1718 1.1158 0.0560 5.0% 0.0228 2.0% 5% False True 358,260
10 1.1718 1.1020 0.0698 6.2% 0.0171 1.5% 24% False False 291,925
20 1.1718 1.0852 0.0866 7.7% 0.0140 1.3% 38% False False 249,731
40 1.1718 1.0817 0.0901 8.1% 0.0131 1.2% 41% False False 231,573
60 1.1718 1.0817 0.0901 8.1% 0.0135 1.2% 41% False False 221,196
80 1.1718 1.0817 0.0901 8.1% 0.0137 1.2% 41% False False 167,499
100 1.1718 1.0545 0.1173 10.5% 0.0137 1.2% 55% False False 134,233
120 1.1718 1.0494 0.1224 10.9% 0.0141 1.3% 56% False False 111,984
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1967
2.618 1.1715
1.618 1.1561
1.000 1.1466
0.618 1.1407
HIGH 1.1312
0.618 1.1253
0.500 1.1235
0.382 1.1217
LOW 1.1158
0.618 1.1063
1.000 1.1004
1.618 1.0909
2.618 1.0755
4.250 1.0504
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 1.1235 1.1361
PP 1.1218 1.1302
S1 1.1202 1.1244

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

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