CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 1.1161 1.1151 -0.0010 -0.1% 1.1194
High 1.1175 1.1205 0.0030 0.3% 1.1501
Low 1.1098 1.1145 0.0047 0.4% 1.1178
Close 1.1152 1.1166 0.0014 0.1% 1.1501
Range 0.0077 0.0060 -0.0017 -22.1% 0.0323
ATR 0.0124 0.0119 -0.0005 -3.7% 0.0000
Volume 246 166 -80 -32.5% 681
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 1.1352 1.1319 1.1199
R3 1.1292 1.1259 1.1183
R2 1.1232 1.1232 1.1177
R1 1.1199 1.1199 1.1172 1.1216
PP 1.1172 1.1172 1.1172 1.1180
S1 1.1139 1.1139 1.1161 1.1156
S2 1.1112 1.1112 1.1155
S3 1.1052 1.1079 1.1150
S4 1.0992 1.1019 1.1133
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 1.2362 1.2255 1.1679
R3 1.2039 1.1932 1.1590
R2 1.1716 1.1716 1.1560
R1 1.1609 1.1609 1.1531 1.1663
PP 1.1393 1.1393 1.1393 1.1420
S1 1.1286 1.1286 1.1471 1.1340
S2 1.1070 1.1070 1.1442
S3 1.0747 1.0963 1.1412
S4 1.0424 1.0640 1.1323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1501 1.1098 0.0403 3.6% 0.0119 1.1% 17% False False 183
10 1.1501 1.1098 0.0403 3.6% 0.0110 1.0% 17% False False 166
20 1.1501 1.0857 0.0644 5.8% 0.0115 1.0% 48% False False 139
40 1.1501 1.0570 0.0931 8.3% 0.0107 1.0% 64% False False 86
60 1.1501 1.0520 0.0981 8.8% 0.0113 1.0% 66% False False 69
80 1.1542 1.0520 0.1022 9.2% 0.0098 0.9% 63% False False 55
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 0.0017
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1460
2.618 1.1362
1.618 1.1302
1.000 1.1265
0.618 1.1242
HIGH 1.1205
0.618 1.1182
0.500 1.1175
0.382 1.1168
LOW 1.1145
0.618 1.1108
1.000 1.1085
1.618 1.1048
2.618 1.0988
4.250 1.0890
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 1.1175 1.1220
PP 1.1172 1.1202
S1 1.1169 1.1184

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

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