CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 1.1304 1.1205 -0.0099 -0.9% 1.1354
High 1.1347 1.1223 -0.0124 -1.1% 1.1476
Low 1.1197 1.1128 -0.0069 -0.6% 1.1232
Close 1.1206 1.1147 -0.0059 -0.5% 1.1368
Range 0.0150 0.0095 -0.0055 -36.7% 0.0244
ATR 0.0132 0.0130 -0.0003 -2.0% 0.0000
Volume 200,427 198,403 -2,024 -1.0% 994,961
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1451 1.1394 1.1199
R3 1.1356 1.1299 1.1173
R2 1.1261 1.1261 1.1164
R1 1.1204 1.1204 1.1156 1.1185
PP 1.1166 1.1166 1.1166 1.1157
S1 1.1109 1.1109 1.1138 1.1090
S2 1.1071 1.1071 1.1130
S3 1.0976 1.1014 1.1121
S4 1.0881 1.0919 1.1095
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 1.1128 0.0348 3.1% 0.0140 1.3% 5% False True 216,796
10 1.1476 1.1128 0.0348 3.1% 0.0116 1.0% 5% False True 198,518
20 1.1623 1.1106 0.0517 4.6% 0.0132 1.2% 8% False False 108,568
40 1.1730 1.0873 0.0857 7.7% 0.0125 1.1% 32% False False 55,015
60 1.1730 1.0834 0.0896 8.0% 0.0126 1.1% 35% False False 36,970
80 1.1730 1.0834 0.0896 8.0% 0.0127 1.1% 35% False False 27,816
100 1.1730 1.0834 0.0896 8.0% 0.0124 1.1% 35% False False 22,283
120 1.1730 1.0570 0.1160 10.4% 0.0122 1.1% 50% False False 18,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1627
2.618 1.1472
1.618 1.1377
1.000 1.1318
0.618 1.1282
HIGH 1.1223
0.618 1.1187
0.500 1.1176
0.382 1.1164
LOW 1.1128
0.618 1.1069
1.000 1.1033
1.618 1.0974
2.618 1.0879
4.250 1.0724
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 1.1176 1.1302
PP 1.1166 1.1250
S1 1.1157 1.1199

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

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