CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 1.1100 1.1045 -0.0055 -0.5% 1.1088
High 1.1106 1.1080 -0.0026 -0.2% 1.1142
Low 1.1065 1.0995 -0.0070 -0.6% 1.0958
Close 1.1067 1.1021 -0.0046 -0.4% 1.1058
Range 0.0041 0.0085 0.0044 107.3% 0.0184
ATR 0.0091 0.0091 0.0000 -0.5% 0.0000
Volume 35 177 142 405.7% 141
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1287 1.1239 1.1068
R3 1.1202 1.1154 1.1044
R2 1.1117 1.1117 1.1037
R1 1.1069 1.1069 1.1029 1.1051
PP 1.1032 1.1032 1.1032 1.1023
S1 1.0984 1.0984 1.1013 1.0966
S2 1.0947 1.0947 1.1005
S3 1.0862 1.0899 1.0998
S4 1.0777 1.0814 1.0974
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1605 1.1515 1.1159
R3 1.1421 1.1331 1.1109
R2 1.1237 1.1237 1.1092
R1 1.1147 1.1147 1.1075 1.1100
PP 1.1053 1.1053 1.1053 1.1029
S1 1.0963 1.0963 1.1041 1.0916
S2 1.0869 1.0869 1.1024
S3 1.0685 1.0779 1.1007
S4 1.0501 1.0595 1.0957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1142 1.0958 0.0184 1.7% 0.0090 0.8% 34% False False 65
10 1.1421 1.0958 0.0463 4.2% 0.0092 0.8% 14% False False 40
20 1.1540 1.0958 0.0582 5.3% 0.0082 0.7% 11% False False 38
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1441
2.618 1.1303
1.618 1.1218
1.000 1.1165
0.618 1.1133
HIGH 1.1080
0.618 1.1048
0.500 1.1038
0.382 1.1027
LOW 1.0995
0.618 1.0942
1.000 1.0910
1.618 1.0857
2.618 1.0772
4.250 1.0634
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 1.1038 1.1061
PP 1.1032 1.1047
S1 1.1027 1.1034

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

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