CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 1.1204 1.1222 0.0018 0.2% 1.1230
High 1.1244 1.1352 0.0108 1.0% 1.1352
Low 1.1171 1.1186 0.0015 0.1% 1.1171
Close 1.1219 1.1263 0.0044 0.4% 1.1263
Range 0.0073 0.0166 0.0093 127.4% 0.0181
ATR 0.0112 0.0116 0.0004 3.4% 0.0000
Volume 346 1,716 1,370 396.0% 2,932
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1765 1.1680 1.1354
R3 1.1599 1.1514 1.1309
R2 1.1433 1.1433 1.1293
R1 1.1348 1.1348 1.1278 1.1391
PP 1.1267 1.1267 1.1267 1.1288
S1 1.1182 1.1182 1.1248 1.1225
S2 1.1101 1.1101 1.1233
S3 1.0935 1.1016 1.1217
S4 1.0769 1.0850 1.1172
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1805 1.1715 1.1363
R3 1.1624 1.1534 1.1313
R2 1.1443 1.1443 1.1296
R1 1.1353 1.1353 1.1280 1.1398
PP 1.1262 1.1262 1.1262 1.1285
S1 1.1172 1.1172 1.1246 1.1217
S2 1.1081 1.1081 1.1230
S3 1.0900 1.0991 1.1213
S4 1.0719 1.0810 1.1163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1352 1.1171 0.0181 1.6% 0.0104 0.9% 51% True False 586
10 1.1366 1.1141 0.0225 2.0% 0.0109 1.0% 54% False False 465
20 1.1497 1.1135 0.0362 3.2% 0.0106 0.9% 35% False False 363
40 1.1749 1.0908 0.0841 7.5% 0.0120 1.1% 42% False False 256
60 1.1749 1.0860 0.0889 7.9% 0.0111 1.0% 45% False False 199
80 1.1749 1.0860 0.0889 7.9% 0.0102 0.9% 45% False False 157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2058
2.618 1.1787
1.618 1.1621
1.000 1.1518
0.618 1.1455
HIGH 1.1352
0.618 1.1289
0.500 1.1269
0.382 1.1249
LOW 1.1186
0.618 1.1083
1.000 1.1020
1.618 1.0917
2.618 1.0751
4.250 1.0481
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 1.1269 1.1263
PP 1.1267 1.1262
S1 1.1265 1.1262

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

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