CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 1.1379 1.1405 0.0026 0.2% 1.1422
High 1.1430 1.1421 -0.0009 -0.1% 1.1540
Low 1.1378 1.1390 0.0012 0.1% 1.1388
Close 1.1389 1.1390 0.0001 0.0% 1.1430
Range 0.0052 0.0031 -0.0021 -40.4% 0.0152
ATR 0.0085 0.0081 -0.0004 -4.4% 0.0000
Volume 2 1 -1 -50.0% 106
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1493 1.1473 1.1407
R3 1.1462 1.1442 1.1399
R2 1.1431 1.1431 1.1396
R1 1.1411 1.1411 1.1393 1.1406
PP 1.1400 1.1400 1.1400 1.1398
S1 1.1380 1.1380 1.1387 1.1375
S2 1.1369 1.1369 1.1384
S3 1.1338 1.1349 1.1381
S4 1.1307 1.1318 1.1373
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1909 1.1821 1.1514
R3 1.1757 1.1669 1.1472
R2 1.1605 1.1605 1.1458
R1 1.1517 1.1517 1.1444 1.1561
PP 1.1453 1.1453 1.1453 1.1475
S1 1.1365 1.1365 1.1416 1.1409
S2 1.1301 1.1301 1.1402
S3 1.1149 1.1213 1.1388
S4 1.0997 1.1061 1.1346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1540 1.1367 0.0173 1.5% 0.0063 0.6% 13% False False 20
10 1.1540 1.1292 0.0248 2.2% 0.0069 0.6% 40% False False 14
20 1.1540 1.1192 0.0348 3.1% 0.0081 0.7% 57% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1553
2.618 1.1502
1.618 1.1471
1.000 1.1452
0.618 1.1440
HIGH 1.1421
0.618 1.1409
0.500 1.1406
0.382 1.1402
LOW 1.1390
0.618 1.1371
1.000 1.1359
1.618 1.1340
2.618 1.1309
4.250 1.1258
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 1.1406 1.1399
PP 1.1400 1.1396
S1 1.1395 1.1393

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

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