CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 1.1388 1.1372 -0.0016 -0.1% 1.1250
High 1.1440 1.1372 -0.0068 -0.6% 1.1462
Low 1.1351 1.1162 -0.0189 -1.7% 1.1235
Close 1.1367 1.1197 -0.0170 -1.5% 1.1383
Range 0.0089 0.0210 0.0121 136.0% 0.0227
ATR 0.0125 0.0132 0.0006 4.8% 0.0000
Volume 414 357 -57 -13.8% 2,098
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1874 1.1745 1.1313
R3 1.1664 1.1535 1.1255
R2 1.1454 1.1454 1.1236
R1 1.1325 1.1325 1.1216 1.1285
PP 1.1244 1.1244 1.1244 1.1223
S1 1.1115 1.1115 1.1178 1.1075
S2 1.1034 1.1034 1.1159
S3 1.0824 1.0905 1.1139
S4 1.0614 1.0695 1.1082
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.2041 1.1939 1.1508
R3 1.1814 1.1712 1.1445
R2 1.1587 1.1587 1.1425
R1 1.1485 1.1485 1.1404 1.1536
PP 1.1360 1.1360 1.1360 1.1386
S1 1.1258 1.1258 1.1362 1.1309
S2 1.1133 1.1133 1.1341
S3 1.0906 1.1031 1.1321
S4 1.0679 1.0804 1.1258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1462 1.1162 0.0300 2.7% 0.0126 1.1% 12% False True 487
10 1.1462 1.1162 0.0300 2.7% 0.0120 1.1% 12% False True 347
20 1.1462 1.0863 0.0599 5.3% 0.0133 1.2% 56% False False 309
40 1.1501 1.0863 0.0638 5.7% 0.0128 1.1% 52% False False 228
60 1.1501 1.0570 0.0931 8.3% 0.0118 1.1% 67% False False 165
80 1.1501 1.0520 0.0981 8.8% 0.0121 1.1% 69% False False 133
100 1.1542 1.0520 0.1022 9.1% 0.0107 1.0% 66% False False 109
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 0.0026
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2265
2.618 1.1922
1.618 1.1712
1.000 1.1582
0.618 1.1502
HIGH 1.1372
0.618 1.1292
0.500 1.1267
0.382 1.1242
LOW 1.1162
0.618 1.1032
1.000 1.0952
1.618 1.0822
2.618 1.0612
4.250 1.0270
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 1.1267 1.1303
PP 1.1244 1.1268
S1 1.1220 1.1232

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

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