CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 1.1020 1.0943 -0.0077 -0.7% 1.0875
High 1.1022 1.1031 0.0009 0.1% 1.1044
Low 1.0925 1.0927 0.0002 0.0% 1.0797
Close 1.0937 1.0992 0.0055 0.5% 1.0992
Range 0.0097 0.0104 0.0007 7.2% 0.0247
ATR 0.0116 0.0116 -0.0001 -0.8% 0.0000
Volume 373,583 115,267 -258,316 -69.1% 1,387,407
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1295 1.1248 1.1049
R3 1.1191 1.1144 1.1021
R2 1.1087 1.1087 1.1011
R1 1.1040 1.1040 1.1002 1.1064
PP 1.0983 1.0983 1.0983 1.0995
S1 1.0936 1.0936 1.0982 1.0960
S2 1.0879 1.0879 1.0973
S3 1.0775 1.0832 1.0963
S4 1.0671 1.0728 1.0935
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1685 1.1586 1.1128
R3 1.1438 1.1339 1.1060
R2 1.1191 1.1191 1.1037
R1 1.1092 1.1092 1.1015 1.1142
PP 1.0944 1.0944 1.0944 1.0969
S1 1.0845 1.0845 1.0969 1.0895
S2 1.0697 1.0697 1.0947
S3 1.0450 1.0598 1.0924
S4 1.0203 1.0351 1.0856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1044 1.0797 0.0247 2.2% 0.0106 1.0% 79% False False 277,481
10 1.1044 1.0490 0.0554 5.0% 0.0134 1.2% 91% False False 323,593
20 1.1044 1.0490 0.0554 5.0% 0.0109 1.0% 91% False False 264,865
40 1.1405 1.0490 0.0915 8.3% 0.0105 1.0% 55% False False 239,766
60 1.1505 1.0490 0.1015 9.2% 0.0107 1.0% 49% False False 226,577
80 1.1730 1.0490 0.1240 11.3% 0.0115 1.0% 40% False False 189,293
100 1.1730 1.0490 0.1240 11.3% 0.0113 1.0% 40% False False 151,671
120 1.1730 1.0490 0.1240 11.3% 0.0114 1.0% 40% False False 126,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1473
2.618 1.1303
1.618 1.1199
1.000 1.1135
0.618 1.1095
HIGH 1.1031
0.618 1.0991
0.500 1.0979
0.382 1.0967
LOW 1.0927
0.618 1.0863
1.000 1.0823
1.618 1.0759
2.618 1.0655
4.250 1.0485
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 1.0988 1.0982
PP 1.0983 1.0972
S1 1.0979 1.0962

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

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