CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 1.1110 1.1092 -0.0018 -0.2% 1.0859
High 1.1122 1.1108 -0.0014 -0.1% 1.1040
Low 1.1046 1.0991 -0.0055 -0.5% 1.0834
Close 1.1066 1.1032 -0.0034 -0.3% 1.1006
Range 0.0076 0.0117 0.0041 53.9% 0.0206
ATR 0.0117 0.0117 0.0000 0.0% 0.0000
Volume 470 255 -215 -45.7% 8,840
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1395 1.1330 1.1096
R3 1.1278 1.1213 1.1064
R2 1.1161 1.1161 1.1053
R1 1.1096 1.1096 1.1043 1.1070
PP 1.1044 1.1044 1.1044 1.1031
S1 1.0979 1.0979 1.1021 1.0953
S2 1.0927 1.0927 1.1011
S3 1.0810 1.0862 1.1000
S4 1.0693 1.0745 1.0968
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 1.0950 0.0201 1.8% 0.0101 0.9% 41% False False 1,016
10 1.1151 1.0834 0.0317 2.9% 0.0098 0.9% 62% False False 1,191
20 1.1236 1.0834 0.0402 3.6% 0.0113 1.0% 49% False False 848
40 1.1462 1.0834 0.0628 5.7% 0.0125 1.1% 32% False False 627
60 1.1501 1.0834 0.0667 6.0% 0.0124 1.1% 30% False False 472
80 1.1501 1.0570 0.0931 8.4% 0.0120 1.1% 50% False False 368
100 1.1501 1.0520 0.0981 8.9% 0.0122 1.1% 52% False False 302
120 1.1501 1.0520 0.0981 8.9% 0.0111 1.0% 52% False False 254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1605
2.618 1.1414
1.618 1.1297
1.000 1.1225
0.618 1.1180
HIGH 1.1108
0.618 1.1063
0.500 1.1050
0.382 1.1036
LOW 1.0991
0.618 1.0919
1.000 1.0874
1.618 1.0802
2.618 1.0685
4.250 1.0494
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 1.1050 1.1071
PP 1.1044 1.1058
S1 1.1038 1.1045

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

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