CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 1.1138 1.1172 0.0034 0.3% 1.1195
High 1.1220 1.1247 0.0027 0.2% 1.1353
Low 1.1108 1.1141 0.0033 0.3% 1.1106
Close 1.1168 1.1203 0.0035 0.3% 1.1168
Range 0.0112 0.0106 -0.0006 -5.4% 0.0247
ATR 0.0139 0.0136 -0.0002 -1.7% 0.0000
Volume 21,356 95,169 73,813 345.6% 61,525
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1515 1.1465 1.1261
R3 1.1409 1.1359 1.1232
R2 1.1303 1.1303 1.1222
R1 1.1253 1.1253 1.1213 1.1278
PP 1.1197 1.1197 1.1197 1.1210
S1 1.1147 1.1147 1.1193 1.1172
S2 1.1091 1.1091 1.1184
S3 1.0985 1.1041 1.1174
S4 1.0879 1.0935 1.1145
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1950 1.1806 1.1304
R3 1.1703 1.1559 1.1236
R2 1.1456 1.1456 1.1213
R1 1.1312 1.1312 1.1191 1.1261
PP 1.1209 1.1209 1.1209 1.1183
S1 1.1065 1.1065 1.1145 1.1014
S2 1.0962 1.0962 1.1123
S3 1.0715 1.0818 1.1100
S4 1.0468 1.0571 1.1032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1353 1.1106 0.0247 2.2% 0.0118 1.1% 39% False False 30,022
10 1.1623 1.1106 0.0517 4.6% 0.0147 1.3% 19% False False 18,617
20 1.1730 1.0983 0.0747 6.7% 0.0143 1.3% 29% False False 10,246
40 1.1730 1.0834 0.0896 8.0% 0.0121 1.1% 41% False False 5,690
60 1.1730 1.0834 0.0896 8.0% 0.0124 1.1% 41% False False 3,955
80 1.1730 1.0834 0.0896 8.0% 0.0127 1.1% 41% False False 3,023
100 1.1730 1.0711 0.1019 9.1% 0.0123 1.1% 48% False False 2,439
120 1.1730 1.0570 0.1160 10.4% 0.0121 1.1% 55% False False 2,038
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1698
2.618 1.1525
1.618 1.1419
1.000 1.1353
0.618 1.1313
HIGH 1.1247
0.618 1.1207
0.500 1.1194
0.382 1.1181
LOW 1.1141
0.618 1.1075
1.000 1.1035
1.618 1.0969
2.618 1.0863
4.250 1.0691
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 1.1200 1.1197
PP 1.1197 1.1190
S1 1.1194 1.1184

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

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