CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 1.1492 1.1389 -0.0103 -0.9% 1.1373
High 1.1505 1.1405 -0.0100 -0.9% 1.1505
Low 1.1372 1.1344 -0.0028 -0.2% 1.1344
Close 1.1394 1.1386 -0.0008 -0.1% 1.1386
Range 0.0133 0.0061 -0.0072 -54.1% 0.0161
ATR 0.0109 0.0106 -0.0003 -3.2% 0.0000
Volume 235,481 145,002 -90,479 -38.4% 819,918
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1561 1.1535 1.1420
R3 1.1500 1.1474 1.1403
R2 1.1439 1.1439 1.1397
R1 1.1413 1.1413 1.1392 1.1396
PP 1.1378 1.1378 1.1378 1.1370
S1 1.1352 1.1352 1.1380 1.1335
S2 1.1317 1.1317 1.1375
S3 1.1256 1.1291 1.1369
S4 1.1195 1.1230 1.1352
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1895 1.1801 1.1475
R3 1.1734 1.1640 1.1430
R2 1.1573 1.1573 1.1416
R1 1.1479 1.1479 1.1401 1.1526
PP 1.1412 1.1412 1.1412 1.1435
S1 1.1318 1.1318 1.1371 1.1365
S2 1.1251 1.1251 1.1356
S3 1.1090 1.1157 1.1342
S4 1.0929 1.0996 1.1297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1505 1.1344 0.0161 1.4% 0.0083 0.7% 26% False True 163,983
10 1.1505 1.1184 0.0321 2.8% 0.0093 0.8% 63% False False 176,375
20 1.1505 1.1120 0.0385 3.4% 0.0102 0.9% 69% False False 195,768
40 1.1730 1.1106 0.0624 5.5% 0.0123 1.1% 45% False False 142,387
60 1.1730 1.0873 0.0857 7.5% 0.0117 1.0% 60% False False 95,318
80 1.1730 1.0834 0.0896 7.9% 0.0119 1.0% 62% False False 71,695
100 1.1730 1.0834 0.0896 7.9% 0.0121 1.1% 62% False False 57,421
120 1.1730 1.0834 0.0896 7.9% 0.0121 1.1% 62% False False 47,876
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1664
2.618 1.1565
1.618 1.1504
1.000 1.1466
0.618 1.1443
HIGH 1.1405
0.618 1.1382
0.500 1.1375
0.382 1.1367
LOW 1.1344
0.618 1.1306
1.000 1.1283
1.618 1.1245
2.618 1.1184
4.250 1.1085
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 1.1382 1.1425
PP 1.1378 1.1412
S1 1.1375 1.1399

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

View Archives - Comment on this page... - Back to Index of Symbols