CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 1.1210 1.1312 0.0102 0.9% 1.1381
High 1.1335 1.1314 -0.0021 -0.2% 1.1718
Low 1.1210 1.1218 0.0008 0.1% 1.1158
Close 1.1296 1.1240 -0.0056 -0.5% 1.1185
Range 0.0125 0.0096 -0.0029 -23.2% 0.0560
ATR 0.0147 0.0143 -0.0004 -2.5% 0.0000
Volume 245,554 186,568 -58,986 -24.0% 1,791,302
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1545 1.1489 1.1293
R3 1.1449 1.1393 1.1266
R2 1.1353 1.1353 1.1258
R1 1.1297 1.1297 1.1249 1.1277
PP 1.1257 1.1257 1.1257 1.1248
S1 1.1201 1.1201 1.1231 1.1181
S2 1.1161 1.1161 1.1222
S3 1.1065 1.1105 1.1214
S4 1.0969 1.1009 1.1187
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 1.1367 1.1158 0.0209 1.9% 0.0125 1.1% 39% False False 218,869
10 1.1718 1.1110 0.0608 5.4% 0.0175 1.6% 21% False False 295,395
20 1.1718 1.0860 0.0858 7.6% 0.0142 1.3% 44% False False 252,179
40 1.1718 1.0817 0.0901 8.0% 0.0129 1.1% 47% False False 228,006
60 1.1718 1.0817 0.0901 8.0% 0.0130 1.2% 47% False False 228,142
80 1.1718 1.0817 0.0901 8.0% 0.0136 1.2% 47% False False 174,986
100 1.1718 1.0556 0.1162 10.3% 0.0136 1.2% 59% False False 140,290
120 1.1718 1.0545 0.1173 10.4% 0.0140 1.2% 59% False False 117,038
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1722
2.618 1.1565
1.618 1.1469
1.000 1.1410
0.618 1.1373
HIGH 1.1314
0.618 1.1277
0.500 1.1266
0.382 1.1255
LOW 1.1218
0.618 1.1159
1.000 1.1122
1.618 1.1063
2.618 1.0967
4.250 1.0810
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 1.1266 1.1257
PP 1.1257 1.1251
S1 1.1249 1.1246

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

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