CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	1.0809	1.0815	0.0006	0.1%	1.1100
High	1.0824	1.0835	0.0011	0.1%	1.1106
Low	1.0741	1.0770	0.0029	0.3%	1.0712
Close	1.0769	1.0793	0.0024	0.2%	1.0804
Range	0.0083	0.0065	-0.0018	-21.7%	0.0394
ATR	0.0097	0.0095	-0.0002	-2.3%	0.0000
Volume	190	16	-174	-91.6%	644

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0994	1.0959	1.0829
R3	1.0929	1.0894	1.0811
R2	1.0864	1.0864	1.0805
R1	1.0829	1.0829	1.0799	1.0814
PP	1.0799	1.0799	1.0799	1.0792
S1	1.0764	1.0764	1.0787	1.0749
S2	1.0734	1.0734	1.0781
S3	1.0669	1.0699	1.0775
S4	1.0604	1.0634	1.0757

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	1.0948	1.0712	0.0236	2.2%	0.0101	0.9%	34%	False	False	209
10	1.1126	1.0712	0.0414	3.8%	0.0089	0.8%	20%	False	False	141
20	1.1540	1.0712	0.0828	7.7%	0.0091	0.8%	10%	False	False	84
40	1.1540	1.0712	0.0828	7.7%	0.0093	0.9%	10%	False	False	57

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1111
2.618	1.1005
1.618	1.0940
1.000	1.0900
0.618	1.0875
HIGH	1.0835
0.618	1.0810
0.500	1.0803
0.382	1.0795
LOW	1.0770
0.618	1.0730
1.000	1.0705
1.618	1.0665
2.618	1.0600
4.250	1.0494

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	1.0803	1.0793
PP	1.0799	1.0793
S1	1.0796	1.0793

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