CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 1.0648 1.0662 0.0014 0.1% 1.0735
High 1.0696 1.0767 0.0071 0.7% 1.0835
Low 1.0620 1.0662 0.0042 0.4% 1.0679
Close 1.0650 1.0736 0.0086 0.8% 1.0741
Range 0.0076 0.0105 0.0029 38.2% 0.0156
ATR 0.0098 0.0100 0.0001 1.4% 0.0000
Volume 196,869 249,315 52,446 26.6% 1,079,537
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1037 1.0991 1.0794
R3 1.0932 1.0886 1.0765
R2 1.0827 1.0827 1.0755
R1 1.0781 1.0781 1.0746 1.0804
PP 1.0722 1.0722 1.0722 1.0733
S1 1.0676 1.0676 1.0726 1.0699
S2 1.0617 1.0617 1.0717
S3 1.0512 1.0571 1.0707
S4 1.0407 1.0466 1.0678
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1220 1.1136 1.0827
R3 1.1064 1.0980 1.0784
R2 1.0908 1.0908 1.0770
R1 1.0824 1.0824 1.0755 1.0866
PP 1.0752 1.0752 1.0752 1.0773
S1 1.0668 1.0668 1.0727 1.0710
S2 1.0596 1.0596 1.0712
S3 1.0440 1.0512 1.0698
S4 1.0284 1.0356 1.0655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0821 1.0620 0.0201 1.9% 0.0086 0.8% 58% False False 207,252
10 1.0900 1.0620 0.0280 2.6% 0.0099 0.9% 41% False False 218,966
20 1.1148 1.0620 0.0528 4.9% 0.0099 0.9% 22% False False 220,212
40 1.1505 1.0620 0.0885 8.2% 0.0099 0.9% 13% False False 205,838
60 1.1505 1.0620 0.0885 8.2% 0.0106 1.0% 13% False False 180,876
80 1.1730 1.0620 0.1110 10.3% 0.0113 1.1% 10% False False 136,263
100 1.1730 1.0620 0.1110 10.3% 0.0113 1.1% 10% False False 109,180
120 1.1730 1.0620 0.1110 10.3% 0.0117 1.1% 10% False False 91,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1213
2.618 1.1042
1.618 1.0937
1.000 1.0872
0.618 1.0832
HIGH 1.0767
0.618 1.0727
0.500 1.0715
0.382 1.0702
LOW 1.0662
0.618 1.0597
1.000 1.0557
1.618 1.0492
2.618 1.0387
4.250 1.0216
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 1.0729 1.0722
PP 1.0722 1.0708
S1 1.0715 1.0694

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

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