CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 1.1433 1.1304 -0.0129 -1.1% 1.1354
High 1.1476 1.1347 -0.0129 -1.1% 1.1476
Low 1.1285 1.1197 -0.0088 -0.8% 1.1232
Close 1.1368 1.1206 -0.0162 -1.4% 1.1368
Range 0.0191 0.0150 -0.0041 -21.5% 0.0244
ATR 0.0129 0.0132 0.0003 2.3% 0.0000
Volume 233,620 200,427 -33,193 -14.2% 994,961
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1700 1.1603 1.1289
R3 1.1550 1.1453 1.1247
R2 1.1400 1.1400 1.1234
R1 1.1303 1.1303 1.1220 1.1277
PP 1.1250 1.1250 1.1250 1.1237
S1 1.1153 1.1153 1.1192 1.1127
S2 1.1100 1.1100 1.1179
S3 1.0950 1.1003 1.1165
S4 1.0800 1.0853 1.1124
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.2091 1.1973 1.1502
R3 1.1847 1.1729 1.1435
R2 1.1603 1.1603 1.1413
R1 1.1485 1.1485 1.1390 1.1544
PP 1.1359 1.1359 1.1359 1.1388
S1 1.1241 1.1241 1.1346 1.1300
S2 1.1115 1.1115 1.1323
S3 1.0871 1.0997 1.1301
S4 1.0627 1.0753 1.1234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1476 1.1197 0.0279 2.5% 0.0135 1.2% 3% False True 207,859
10 1.1476 1.1141 0.0335 3.0% 0.0117 1.0% 19% False False 188,195
20 1.1730 1.1106 0.0624 5.6% 0.0144 1.3% 16% False False 98,892
40 1.1730 1.0873 0.0857 7.6% 0.0127 1.1% 39% False False 50,082
60 1.1730 1.0834 0.0896 8.0% 0.0125 1.1% 42% False False 33,671
80 1.1730 1.0834 0.0896 8.0% 0.0127 1.1% 42% False False 25,338
100 1.1730 1.0834 0.0896 8.0% 0.0125 1.1% 42% False False 20,301
120 1.1730 1.0570 0.1160 10.4% 0.0122 1.1% 55% False False 16,925
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 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1985
2.618 1.1740
1.618 1.1590
1.000 1.1497
0.618 1.1440
HIGH 1.1347
0.618 1.1290
0.500 1.1272
0.382 1.1254
LOW 1.1197
0.618 1.1104
1.000 1.1047
1.618 1.0954
2.618 1.0804
4.250 1.0560
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 1.1272 1.1337
PP 1.1250 1.1293
S1 1.1228 1.1250

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

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