CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 1.1228 1.1197 -0.0031 -0.3% 1.1206
High 1.1301 1.1292 -0.0009 -0.1% 1.1331
Low 1.1185 1.1184 -0.0001 0.0% 1.1148
Close 1.1192 1.1284 0.0092 0.8% 1.1241
Range 0.0116 0.0108 -0.0008 -6.9% 0.0183
ATR 0.0121 0.0120 -0.0001 -0.8% 0.0000
Volume 167,714 159,912 -7,802 -4.7% 1,068,719
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1577 1.1539 1.1343
R3 1.1469 1.1431 1.1314
R2 1.1361 1.1361 1.1304
R1 1.1323 1.1323 1.1294 1.1342
PP 1.1253 1.1253 1.1253 1.1263
S1 1.1215 1.1215 1.1274 1.1234
S2 1.1145 1.1145 1.1264
S3 1.1037 1.1107 1.1254
S4 1.0929 1.0999 1.1225
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1789 1.1698 1.1342
R3 1.1606 1.1515 1.1291
R2 1.1423 1.1423 1.1275
R1 1.1332 1.1332 1.1258 1.1378
PP 1.1240 1.1240 1.1240 1.1263
S1 1.1149 1.1149 1.1224 1.1195
S2 1.1057 1.1057 1.1207
S3 1.0874 1.0966 1.1191
S4 1.0691 1.0783 1.1140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1331 1.1148 0.0183 1.6% 0.0114 1.0% 74% False False 198,613
10 1.1331 1.1120 0.0211 1.9% 0.0110 1.0% 78% False False 208,042
20 1.1476 1.1120 0.0356 3.2% 0.0113 1.0% 46% False False 203,280
40 1.1730 1.0983 0.0747 6.6% 0.0128 1.1% 40% False False 106,763
60 1.1730 1.0834 0.0896 7.9% 0.0119 1.1% 50% False False 71,554
80 1.1730 1.0834 0.0896 7.9% 0.0121 1.1% 50% False False 53,786
100 1.1730 1.0834 0.0896 7.9% 0.0124 1.1% 50% False False 43,074
120 1.1730 1.0711 0.1019 9.0% 0.0121 1.1% 56% False False 35,912
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 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1751
2.618 1.1575
1.618 1.1467
1.000 1.1400
0.618 1.1359
HIGH 1.1292
0.618 1.1251
0.500 1.1238
0.382 1.1225
LOW 1.1184
0.618 1.1117
1.000 1.1076
1.618 1.1009
2.618 1.0901
4.250 1.0725
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 1.1269 1.1272
PP 1.1253 1.1259
S1 1.1238 1.1247

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

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