CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 1.1007 1.0951 -0.0056 -0.5% 1.0994
High 1.1007 1.1136 0.0129 1.2% 1.1151
Low 1.0917 1.0948 0.0031 0.3% 1.0917
Close 1.0941 1.0988 0.0047 0.4% 1.0988
Range 0.0090 0.0188 0.0098 108.9% 0.0234
ATR 0.0117 0.0123 0.0006 4.8% 0.0000
Volume 591 792 201 34.0% 3,195
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1588 1.1476 1.1091
R3 1.1400 1.1288 1.1040
R2 1.1212 1.1212 1.1022
R1 1.1100 1.1100 1.1005 1.1156
PP 1.1024 1.1024 1.1024 1.1052
S1 1.0912 1.0912 1.0971 1.0968
S2 1.0836 1.0836 1.0954
S3 1.0648 1.0724 1.0936
S4 1.0460 1.0536 1.0885
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1721 1.1588 1.1117
R3 1.1487 1.1354 1.1052
R2 1.1253 1.1253 1.1031
R1 1.1120 1.1120 1.1009 1.1070
PP 1.1019 1.1019 1.1019 1.0993
S1 1.0886 1.0886 1.0967 1.0836
S2 1.0785 1.0785 1.0945
S3 1.0551 1.0652 1.0924
S4 1.0317 1.0418 1.0859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1151 1.0917 0.0234 2.1% 0.0126 1.1% 30% False False 639
10 1.1151 1.0834 0.0317 2.9% 0.0108 1.0% 49% False False 1,203
20 1.1236 1.0834 0.0402 3.7% 0.0117 1.1% 38% False False 865
40 1.1462 1.0834 0.0628 5.7% 0.0123 1.1% 25% False False 644
60 1.1501 1.0834 0.0667 6.1% 0.0123 1.1% 23% False False 493
80 1.1501 1.0570 0.0931 8.5% 0.0121 1.1% 45% False False 385
100 1.1501 1.0520 0.0981 8.9% 0.0123 1.1% 48% False False 315
120 1.1501 1.0520 0.0981 8.9% 0.0112 1.0% 48% False False 266
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 0.0009
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1935
2.618 1.1628
1.618 1.1440
1.000 1.1324
0.618 1.1252
HIGH 1.1136
0.618 1.1064
0.500 1.1042
0.382 1.1020
LOW 1.0948
0.618 1.0832
1.000 1.0760
1.618 1.0644
2.618 1.0456
4.250 1.0149
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 1.1042 1.1027
PP 1.1024 1.1014
S1 1.1006 1.1001

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

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