CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 1.0994 1.1110 0.0116 1.1% 1.0859
High 1.1151 1.1122 -0.0029 -0.3% 1.1040
Low 1.0994 1.1046 0.0052 0.5% 1.0834
Close 1.1122 1.1066 -0.0056 -0.5% 1.1006
Range 0.0157 0.0076 -0.0081 -51.6% 0.0206
ATR 0.0120 0.0117 -0.0003 -2.6% 0.0000
Volume 1,087 470 -617 -56.8% 8,840
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1306 1.1262 1.1108
R3 1.1230 1.1186 1.1087
R2 1.1154 1.1154 1.1080
R1 1.1110 1.1110 1.1073 1.1094
PP 1.1078 1.1078 1.1078 1.1070
S1 1.1034 1.1034 1.1059 1.1018
S2 1.1002 1.1002 1.1052
S3 1.0926 1.0958 1.1045
S4 1.0850 1.0882 1.1024
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 1.0898 0.0253 2.3% 0.0096 0.9% 66% False False 1,347
10 1.1151 1.0834 0.0317 2.9% 0.0096 0.9% 73% False False 1,218
20 1.1272 1.0834 0.0438 4.0% 0.0114 1.0% 53% False False 886
40 1.1462 1.0834 0.0628 5.7% 0.0129 1.2% 37% False False 626
60 1.1501 1.0834 0.0667 6.0% 0.0123 1.1% 35% False False 468
80 1.1501 1.0570 0.0931 8.4% 0.0119 1.1% 53% False False 365
100 1.1501 1.0520 0.0981 8.9% 0.0121 1.1% 56% False False 300
120 1.1501 1.0520 0.0981 8.9% 0.0111 1.0% 56% False False 252
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1445
2.618 1.1321
1.618 1.1245
1.000 1.1198
0.618 1.1169
HIGH 1.1122
0.618 1.1093
0.500 1.1084
0.382 1.1075
LOW 1.1046
0.618 1.0999
1.000 1.0970
1.618 1.0923
2.618 1.0847
4.250 1.0723
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 1.1084 1.1061
PP 1.1078 1.1056
S1 1.1072 1.1051

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

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