CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 1.0627 1.0609 -0.0018 -0.2% 1.0644
High 1.0634 1.0984 0.0350 3.3% 1.0693
Low 1.0553 1.0490 -0.0063 -0.6% 1.0568
Close 1.0619 1.0974 0.0355 3.3% 1.0602
Range 0.0081 0.0494 0.0413 509.9% 0.0125
ATR 0.0089 0.0118 0.0029 32.6% 0.0000
Volume 260,714 750,906 490,192 188.0% 808,475
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.2298 1.2130 1.1246
R3 1.1804 1.1636 1.1110
R2 1.1310 1.1310 1.1065
R1 1.1142 1.1142 1.1019 1.1226
PP 1.0816 1.0816 1.0816 1.0858
S1 1.0648 1.0648 1.0929 1.0732
S2 1.0322 1.0322 1.0883
S3 0.9828 1.0154 1.0838
S4 0.9334 0.9660 1.0702
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0996 1.0924 1.0671
R3 1.0871 1.0799 1.0636
R2 1.0746 1.0746 1.0625
R1 1.0674 1.0674 1.0613 1.0648
PP 1.0621 1.0621 1.0621 1.0608
S1 1.0549 1.0549 1.0591 1.0523
S2 1.0496 1.0496 1.0579
S3 1.0371 1.0424 1.0568
S4 1.0246 1.0299 1.0533
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0984 1.0490 0.0494 4.5% 0.0152 1.4% 98% True True 313,768
10 1.0984 1.0490 0.0494 4.5% 0.0120 1.1% 98% True True 268,372
20 1.0984 1.0490 0.0494 4.5% 0.0107 1.0% 98% True True 241,965
40 1.1505 1.0490 0.1015 9.2% 0.0103 0.9% 48% False True 221,773
60 1.1505 1.0490 0.1015 9.2% 0.0106 1.0% 48% False True 216,360
80 1.1730 1.0490 0.1240 11.3% 0.0115 1.0% 39% False True 166,558
100 1.1730 1.0490 0.1240 11.3% 0.0112 1.0% 39% False True 133,479
120 1.1730 1.0490 0.1240 11.3% 0.0115 1.0% 39% False True 111,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 217 trading days
Fibonacci Retracements and Extensions
4.250 1.3084
2.618 1.2277
1.618 1.1783
1.000 1.1478
0.618 1.1289
HIGH 1.0984
0.618 1.0795
0.500 1.0737
0.382 1.0679
LOW 1.0490
0.618 1.0185
1.000 0.9996
1.618 0.9691
2.618 0.9197
4.250 0.8391
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 1.0895 1.0895
PP 1.0816 1.0816
S1 1.0737 1.0737

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

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