CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 1.0975 1.0951 -0.0024 -0.2% 1.1156
High 1.0988 1.1040 0.0052 0.5% 1.1222
Low 1.0898 1.0950 0.0052 0.5% 1.0856
Close 1.0929 1.1023 0.0094 0.9% 1.0873
Range 0.0090 0.0090 0.0000 0.0% 0.0366
ATR 0.0122 0.0121 -0.0001 -0.6% 0.0000
Volume 1,910 2,377 467 24.5% 2,945
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1274 1.1239 1.1073
R3 1.1184 1.1149 1.1048
R2 1.1094 1.1094 1.1040
R1 1.1059 1.1059 1.1031 1.1077
PP 1.1004 1.1004 1.1004 1.1013
S1 1.0969 1.0969 1.1015 1.0987
S2 1.0914 1.0914 1.1007
S3 1.0824 1.0879 1.0998
S4 1.0734 1.0789 1.0974
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.2082 1.1843 1.1074
R3 1.1716 1.1477 1.0974
R2 1.1350 1.1350 1.0940
R1 1.1111 1.1111 1.0907 1.1048
PP 1.0984 1.0984 1.0984 1.0952
S1 1.0745 1.0745 1.0839 1.0682
S2 1.0618 1.0618 1.0806
S3 1.0252 1.0379 1.0772
S4 0.9886 1.0013 1.0672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0834 0.0206 1.9% 0.0092 0.8% 92% True False 1,719
10 1.1236 1.0834 0.0402 3.6% 0.0114 1.0% 47% False False 1,136
20 1.1307 1.0834 0.0473 4.3% 0.0122 1.1% 40% False False 826
40 1.1462 1.0834 0.0628 5.7% 0.0127 1.2% 30% False False 576
60 1.1501 1.0834 0.0667 6.1% 0.0125 1.1% 28% False False 434
80 1.1501 1.0570 0.0931 8.4% 0.0119 1.1% 49% False False 337
100 1.1501 1.0520 0.0981 8.9% 0.0122 1.1% 51% False False 276
120 1.1542 1.0520 0.1022 9.3% 0.0110 1.0% 49% False False 232
Crabel Price Patterns
NR False
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 0.0024
Fibonacci Retracements and Extensions
4.250 1.1423
2.618 1.1276
1.618 1.1186
1.000 1.1130
0.618 1.1096
HIGH 1.1040
0.618 1.1006
0.500 1.0995
0.382 1.0984
LOW 1.0950
0.618 1.0894
1.000 1.0860
1.618 1.0804
2.618 1.0714
4.250 1.0568
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 1.1014 1.0995
PP 1.1004 1.0967
S1 1.0995 1.0939

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

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