CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 1.0728 1.0702 -0.0026 -0.2% 1.0788
High 1.0749 1.0751 0.0002 0.0% 1.0886
Low 1.0695 1.0686 -0.0009 -0.1% 1.0741
Close 1.0709 1.0708 -0.0001 0.0% 1.0798
Range 0.0054 0.0065 0.0011 20.4% 0.0145
ATR 0.0093 0.0091 -0.0002 -2.2% 0.0000
Volume 89 219 130 146.1% 947
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0910 1.0874 1.0744
R3 1.0845 1.0809 1.0726
R2 1.0780 1.0780 1.0720
R1 1.0744 1.0744 1.0714 1.0762
PP 1.0715 1.0715 1.0715 1.0724
S1 1.0679 1.0679 1.0702 1.0697
S2 1.0650 1.0650 1.0696
S3 1.0585 1.0614 1.0690
S4 1.0520 1.0549 1.0672
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 1.0686 0.0200 1.9% 0.0087 0.8% 11% False True 149
10 1.0948 1.0686 0.0262 2.4% 0.0094 0.9% 8% False True 179
20 1.1400 1.0686 0.0714 6.7% 0.0097 0.9% 3% False True 116
40 1.1540 1.0686 0.0854 8.0% 0.0089 0.8% 3% False True 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1027
2.618 1.0921
1.618 1.0856
1.000 1.0816
0.618 1.0791
HIGH 1.0751
0.618 1.0726
0.500 1.0719
0.382 1.0711
LOW 1.0686
0.618 1.0646
1.000 1.0621
1.618 1.0581
2.618 1.0516
4.250 1.0410
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 1.0719 1.0752
PP 1.0715 1.0737
S1 1.0712 1.0723

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

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