CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 1.1011 1.0994 -0.0017 -0.2% 1.0859
High 1.1016 1.1151 0.0135 1.2% 1.1040
Low 1.0950 1.0994 0.0044 0.4% 1.0834
Close 1.1006 1.1122 0.0116 1.1% 1.1006
Range 0.0066 0.0157 0.0091 137.9% 0.0206
ATR 0.0118 0.0120 0.0003 2.4% 0.0000
Volume 893 1,087 194 21.7% 8,840
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1560 1.1498 1.1208
R3 1.1403 1.1341 1.1165
R2 1.1246 1.1246 1.1151
R1 1.1184 1.1184 1.1136 1.1215
PP 1.1089 1.1089 1.1089 1.1105
S1 1.1027 1.1027 1.1108 1.1058
S2 1.0932 1.0932 1.1093
S3 1.0775 1.0870 1.1079
S4 1.0618 1.0713 1.1036
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1578 1.1498 1.1119
R3 1.1372 1.1292 1.1063
R2 1.1166 1.1166 1.1044
R1 1.1086 1.1086 1.1025 1.1126
PP 1.0960 1.0960 1.0960 1.0980
S1 1.0880 1.0880 1.0987 1.0920
S2 1.0754 1.0754 1.0968
S3 1.0548 1.0674 1.0949
S4 1.0342 1.0468 1.0893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1151 1.0837 0.0314 2.8% 0.0111 1.0% 91% True False 1,646
10 1.1151 1.0834 0.0317 2.9% 0.0100 0.9% 91% True False 1,221
20 1.1307 1.0834 0.0473 4.3% 0.0126 1.1% 61% False False 881
40 1.1462 1.0834 0.0628 5.6% 0.0129 1.2% 46% False False 617
60 1.1501 1.0834 0.0667 6.0% 0.0123 1.1% 43% False False 462
80 1.1501 1.0570 0.0931 8.4% 0.0120 1.1% 59% False False 360
100 1.1501 1.0520 0.0981 8.8% 0.0122 1.1% 61% False False 296
120 1.1535 1.0520 0.1015 9.1% 0.0111 1.0% 59% False False 249
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 0.0018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1818
2.618 1.1562
1.618 1.1405
1.000 1.1308
0.618 1.1248
HIGH 1.1151
0.618 1.1091
0.500 1.1073
0.382 1.1054
LOW 1.0994
0.618 1.0897
1.000 1.0837
1.618 1.0740
2.618 1.0583
4.250 1.0327
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 1.1106 1.1098
PP 1.1089 1.1074
S1 1.1073 1.1051

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

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