CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 1.0788 1.0809 0.0021 0.2% 1.1100
High 1.0845 1.0824 -0.0021 -0.2% 1.1106
Low 1.0781 1.0741 -0.0040 -0.4% 1.0712
Close 1.0821 1.0769 -0.0052 -0.5% 1.0804
Range 0.0064 0.0083 0.0019 29.7% 0.0394
ATR 0.0098 0.0097 -0.0001 -1.1% 0.0000
Volume 540 190 -350 -64.8% 644
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1027 1.0981 1.0815
R3 1.0944 1.0898 1.0792
R2 1.0861 1.0861 1.0784
R1 1.0815 1.0815 1.0777 1.0797
PP 1.0778 1.0778 1.0778 1.0769
S1 1.0732 1.0732 1.0761 1.0714
S2 1.0695 1.0695 1.0754
S3 1.0612 1.0649 1.0746
S4 1.0529 1.0566 1.0723
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.2056 1.1824 1.1021
R3 1.1662 1.1430 1.0912
R2 1.1268 1.1268 1.0876
R1 1.1036 1.1036 1.0840 1.0955
PP 1.0874 1.0874 1.0874 1.0834
S1 1.0642 1.0642 1.0768 1.0561
S2 1.0480 1.0480 1.0732
S3 1.0086 1.0248 1.0696
S4 0.9692 0.9854 1.0587
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1023 1.0712 0.0311 2.9% 0.0112 1.0% 18% False False 232
10 1.1142 1.0712 0.0430 4.0% 0.0101 0.9% 13% False False 148
20 1.1540 1.0712 0.0828 7.7% 0.0093 0.9% 7% False False 83
40 1.1540 1.0712 0.0828 7.7% 0.0094 0.9% 7% False False 57
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1177
2.618 1.1041
1.618 1.0958
1.000 1.0907
0.618 1.0875
HIGH 1.0824
0.618 1.0792
0.500 1.0783
0.382 1.0773
LOW 1.0741
0.618 1.0690
1.000 1.0658
1.618 1.0607
2.618 1.0524
4.250 1.0388
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 1.0783 1.0830
PP 1.0778 1.0810
S1 1.0774 1.0789

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

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