CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	1.1097	1.1088	-0.0009	-0.1%	1.1408
High	1.1187	1.1122	-0.0065	-0.6%	1.1430
Low	1.1059	1.1088	0.0029	0.3%	1.1059
Close	1.1059	1.1101	0.0042	0.4%	1.1059
Range	0.0128	0.0034	-0.0094	-73.4%	0.0371
ATR	0.0095	0.0093	-0.0002	-2.4%	0.0000
Volume	31	24	-7	-22.6%	60

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1206	1.1187	1.1120
R3	1.1172	1.1153	1.1110
R2	1.1138	1.1138	1.1107
R1	1.1119	1.1119	1.1104	1.1129
PP	1.1104	1.1104	1.1104	1.1108
S1	1.1085	1.1085	1.1098	1.1095
S2	1.1070	1.1070	1.1095
S3	1.1036	1.1051	1.1092
S4	1.1002	1.1017	1.1082

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.2296	1.2048	1.1263
R3	1.1925	1.1677	1.1161
R2	1.1554	1.1554	1.1127
R1	1.1306	1.1306	1.1093	1.1245
PP	1.1183	1.1183	1.1183	1.1152
S1	1.0935	1.0935	1.1025	1.0874
S2	1.0812	1.0812	1.0991
S3	1.0441	1.0564	1.0957
S4	1.0070	1.0193	1.0855

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1430	1.1059	0.0371	3.3%	0.0097	0.9%	11%	False	False	14
10	1.1540	1.1059	0.0481	4.3%	0.0087	0.8%	9%	False	False	18
20	1.1540	1.1059	0.0481	4.3%	0.0086	0.8%	9%	False	False	29

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1267
2.618	1.1211
1.618	1.1177
1.000	1.1156
0.618	1.1143
HIGH	1.1122
0.618	1.1109
0.500	1.1105
0.382	1.1101
LOW	1.1088
0.618	1.1067
1.000	1.1054
1.618	1.1033
2.618	1.0999
4.250	1.0944

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	1.1105	1.1230
PP	1.1104	1.1187
S1	1.1102	1.1144

Download as Excel Spreadsheet

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

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