CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 1.0913 1.0922 0.0009 0.1% 1.0994
High 1.0962 1.0964 0.0002 0.0% 1.1151
Low 1.0873 1.0898 0.0025 0.2% 1.0917
Close 1.0918 1.0943 0.0025 0.2% 1.0988
Range 0.0089 0.0066 -0.0023 -25.8% 0.0234
ATR 0.0114 0.0111 -0.0003 -3.0% 0.0000
Volume 908 3,864 2,956 325.6% 3,195
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1133 1.1104 1.0979
R3 1.1067 1.1038 1.0961
R2 1.1001 1.1001 1.0955
R1 1.0972 1.0972 1.0949 1.0987
PP 1.0935 1.0935 1.0935 1.0942
S1 1.0906 1.0906 1.0937 1.0921
S2 1.0869 1.0869 1.0931
S3 1.0803 1.0840 1.0925
S4 1.0737 1.0774 1.0907
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 1.1136 1.0873 0.0263 2.4% 0.0099 0.9% 27% False False 1,507
10 1.1151 1.0873 0.0278 2.5% 0.0100 0.9% 25% False False 1,083
20 1.1236 1.0834 0.0402 3.7% 0.0107 1.0% 27% False False 1,109
40 1.1462 1.0834 0.0628 5.7% 0.0115 1.1% 17% False False 780
60 1.1501 1.0834 0.0667 6.1% 0.0122 1.1% 16% False False 593
80 1.1501 1.0618 0.0883 8.1% 0.0119 1.1% 37% False False 468
100 1.1501 1.0570 0.0931 8.5% 0.0121 1.1% 40% False False 381
120 1.1501 1.0520 0.0981 9.0% 0.0114 1.0% 43% False False 321
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1245
2.618 1.1137
1.618 1.1071
1.000 1.1030
0.618 1.1005
HIGH 1.0964
0.618 1.0939
0.500 1.0931
0.382 1.0923
LOW 1.0898
0.618 1.0857
1.000 1.0832
1.618 1.0791
2.618 1.0725
4.250 1.0618
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 1.0939 1.0942
PP 1.0935 1.0942
S1 1.0931 1.0941

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

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