CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 1.1069 1.1020 -0.0049 -0.4% 1.1009
High 1.1075 1.1117 0.0042 0.4% 1.1307
Low 1.0947 1.1003 0.0056 0.5% 1.0983
Close 1.1003 1.1088 0.0085 0.8% 1.1113
Range 0.0128 0.0114 -0.0014 -10.9% 0.0324
ATR 0.0131 0.0129 -0.0001 -0.9% 0.0000
Volume 524 370 -154 -29.4% 2,417
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1411 1.1364 1.1151
R3 1.1297 1.1250 1.1119
R2 1.1183 1.1183 1.1109
R1 1.1136 1.1136 1.1098 1.1160
PP 1.1069 1.1069 1.1069 1.1081
S1 1.1022 1.1022 1.1078 1.1046
S2 1.0955 1.0955 1.1067
S3 1.0841 1.0908 1.1057
S4 1.0727 1.0794 1.1025
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.2106 1.1934 1.1291
R3 1.1782 1.1610 1.1202
R2 1.1458 1.1458 1.1172
R1 1.1286 1.1286 1.1143 1.1372
PP 1.1134 1.1134 1.1134 1.1178
S1 1.0962 1.0962 1.1083 1.1048
S2 1.0810 1.0810 1.1054
S3 1.0486 1.0638 1.1024
S4 1.0162 1.0314 1.0935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1201 1.0947 0.0254 2.3% 0.0118 1.1% 56% False False 457
10 1.1307 1.0947 0.0360 3.2% 0.0125 1.1% 39% False False 506
20 1.1462 1.0947 0.0515 4.6% 0.0123 1.1% 27% False False 426
40 1.1501 1.0863 0.0638 5.8% 0.0130 1.2% 35% False False 321
60 1.1501 1.0580 0.0921 8.3% 0.0124 1.1% 55% False False 245
80 1.1501 1.0570 0.0931 8.4% 0.0124 1.1% 56% False False 192
100 1.1501 1.0520 0.0981 8.8% 0.0114 1.0% 58% False False 157
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1602
2.618 1.1415
1.618 1.1301
1.000 1.1231
0.618 1.1187
HIGH 1.1117
0.618 1.1073
0.500 1.1060
0.382 1.1047
LOW 1.1003
0.618 1.0933
1.000 1.0889
1.618 1.0819
2.618 1.0705
4.250 1.0519
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 1.1079 1.1074
PP 1.1069 1.1059
S1 1.1060 1.1045

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

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