CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 1.1174 1.1130 -0.0044 -0.4% 1.0985
High 1.1210 1.1145 -0.0065 -0.6% 1.1234
Low 1.1119 1.1080 -0.0039 -0.4% 1.0956
Close 1.1141 1.1102 -0.0039 -0.4% 1.1141
Range 0.0091 0.0065 -0.0026 -28.6% 0.0278
ATR 0.0114 0.0111 -0.0004 -3.1% 0.0000
Volume 1,067 641 -426 -39.9% 6,771
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1304 1.1268 1.1138
R3 1.1239 1.1203 1.1120
R2 1.1174 1.1174 1.1114
R1 1.1138 1.1138 1.1108 1.1124
PP 1.1109 1.1109 1.1109 1.1102
S1 1.1073 1.1073 1.1096 1.1059
S2 1.1044 1.1044 1.1090
S3 1.0979 1.1008 1.1084
S4 1.0914 1.0943 1.1066
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1944 1.1821 1.1294
R3 1.1666 1.1543 1.1217
R2 1.1388 1.1388 1.1192
R1 1.1265 1.1265 1.1166 1.1327
PP 1.1110 1.1110 1.1110 1.1141
S1 1.0987 1.0987 1.1116 1.1049
S2 1.0832 1.0832 1.1090
S3 1.0554 1.0709 1.1065
S4 1.0276 1.0431 1.0988
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1234 1.0983 0.0251 2.3% 0.0112 1.0% 47% False False 1,244
10 1.1234 1.0873 0.0361 3.3% 0.0104 0.9% 63% False False 1,319
20 1.1234 1.0837 0.0397 3.6% 0.0106 1.0% 67% False False 1,247
40 1.1440 1.0834 0.0606 5.5% 0.0115 1.0% 44% False False 912
60 1.1462 1.0834 0.0628 5.7% 0.0121 1.1% 43% False False 704
80 1.1501 1.0834 0.0667 6.0% 0.0120 1.1% 40% False False 563
100 1.1501 1.0570 0.0931 8.4% 0.0115 1.0% 57% False False 457
120 1.1501 1.0520 0.0981 8.8% 0.0117 1.1% 59% False False 386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1421
2.618 1.1315
1.618 1.1250
1.000 1.1210
0.618 1.1185
HIGH 1.1145
0.618 1.1120
0.500 1.1113
0.382 1.1105
LOW 1.1080
0.618 1.1040
1.000 1.1015
1.618 1.0975
2.618 1.0910
4.250 1.0804
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 1.1113 1.1145
PP 1.1109 1.1131
S1 1.1106 1.1116

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

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