CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 1.1405 1.1395 -0.0010 -0.1% 1.1422
High 1.1421 1.1400 -0.0021 -0.2% 1.1540
Low 1.1390 1.1160 -0.0230 -2.0% 1.1388
Close 1.1390 1.1162 -0.0228 -2.0% 1.1430
Range 0.0031 0.0240 0.0209 674.2% 0.0152
ATR 0.0081 0.0092 0.0011 14.0% 0.0000
Volume 1 16 15 1,500.0% 106
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1961 1.1801 1.1294
R3 1.1721 1.1561 1.1228
R2 1.1481 1.1481 1.1206
R1 1.1321 1.1321 1.1184 1.1281
PP 1.1241 1.1241 1.1241 1.1221
S1 1.1081 1.1081 1.1140 1.1041
S2 1.1001 1.1001 1.1118
S3 1.0761 1.0841 1.1096
S4 1.0521 1.0601 1.1030
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 1.1440 1.1160 0.0280 2.5% 0.0087 0.8% 1% False True 7
10 1.1540 1.1160 0.0380 3.4% 0.0085 0.8% 1% False True 15
20 1.1540 1.1160 0.0380 3.4% 0.0087 0.8% 1% False True 27
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 0.0015
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.2420
2.618 1.2028
1.618 1.1788
1.000 1.1640
0.618 1.1548
HIGH 1.1400
0.618 1.1308
0.500 1.1280
0.382 1.1252
LOW 1.1160
0.618 1.1012
1.000 1.0920
1.618 1.0772
2.618 1.0532
4.250 1.0140
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 1.1280 1.1295
PP 1.1241 1.1251
S1 1.1201 1.1206

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

View Archives - Comment on this page... - Back to Index of Symbols