CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 1.0805 1.0851 0.0046 0.4% 1.0788
High 1.0886 1.0877 -0.0009 -0.1% 1.0886
Low 1.0755 1.0774 0.0019 0.2% 1.0741
Close 1.0856 1.0798 -0.0058 -0.5% 1.0798
Range 0.0131 0.0103 -0.0028 -21.4% 0.0145
ATR 0.0097 0.0098 0.0000 0.4% 0.0000
Volume 90 111 21 23.3% 947
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1125 1.1065 1.0855
R3 1.1022 1.0962 1.0826
R2 1.0919 1.0919 1.0817
R1 1.0859 1.0859 1.0807 1.0838
PP 1.0816 1.0816 1.0816 1.0806
S1 1.0756 1.0756 1.0789 1.0735
S2 1.0713 1.0713 1.0779
S3 1.0610 1.0653 1.0770
S4 1.0507 1.0550 1.0741
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1243 1.1166 1.0878
R3 1.1098 1.1021 1.0838
R2 1.0953 1.0953 1.0825
R1 1.0876 1.0876 1.0811 1.0915
PP 1.0808 1.0808 1.0808 1.0828
S1 1.0731 1.0731 1.0785 1.0770
S2 1.0663 1.0663 1.0771
S3 1.0518 1.0586 1.0758
S4 1.0373 1.0441 1.0718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0886 1.0741 0.0145 1.3% 0.0089 0.8% 39% False False 189
10 1.1106 1.0712 0.0394 3.6% 0.0098 0.9% 22% False False 159
20 1.1430 1.0712 0.0718 6.6% 0.0094 0.9% 12% False False 89
40 1.1540 1.0712 0.0828 7.7% 0.0092 0.9% 10% False False 61
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1315
2.618 1.1147
1.618 1.1044
1.000 1.0980
0.618 1.0941
HIGH 1.0877
0.618 1.0838
0.500 1.0826
0.382 1.0813
LOW 1.0774
0.618 1.0710
1.000 1.0671
1.618 1.0607
2.618 1.0504
4.250 1.0336
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 1.0826 1.0821
PP 1.0816 1.0813
S1 1.0807 1.0806

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

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