CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 1.0736 1.0782 0.0046 0.4% 1.0761
High 1.0823 1.0782 -0.0041 -0.4% 1.0823
Low 1.0732 1.0706 -0.0026 -0.2% 1.0686
Close 1.0794 1.0715 -0.0079 -0.7% 1.0715
Range 0.0091 0.0076 -0.0015 -16.5% 0.0137
ATR 0.0093 0.0093 0.0000 -0.4% 0.0000
Volume 449 339 -110 -24.5% 1,334
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0962 1.0915 1.0757
R3 1.0886 1.0839 1.0736
R2 1.0810 1.0810 1.0729
R1 1.0763 1.0763 1.0722 1.0749
PP 1.0734 1.0734 1.0734 1.0727
S1 1.0687 1.0687 1.0708 1.0673
S2 1.0658 1.0658 1.0701
S3 1.0582 1.0611 1.0694
S4 1.0506 1.0535 1.0673
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1152 1.1071 1.0790
R3 1.1015 1.0934 1.0753
R2 1.0878 1.0878 1.0740
R1 1.0797 1.0797 1.0728 1.0769
PP 1.0741 1.0741 1.0741 1.0728
S1 1.0660 1.0660 1.0702 1.0632
S2 1.0604 1.0604 1.0690
S3 1.0467 1.0523 1.0677
S4 1.0330 1.0386 1.0640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0823 1.0686 0.0137 1.3% 0.0073 0.7% 21% False False 266
10 1.0886 1.0686 0.0200 1.9% 0.0081 0.8% 15% False False 228
20 1.1142 1.0686 0.0456 4.3% 0.0087 0.8% 6% False False 153
40 1.1540 1.0686 0.0854 8.0% 0.0088 0.8% 3% False False 91
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 1.1105
2.618 1.0981
1.618 1.0905
1.000 1.0858
0.618 1.0829
HIGH 1.0782
0.618 1.0753
0.500 1.0744
0.382 1.0735
LOW 1.0706
0.618 1.0659
1.000 1.0630
1.618 1.0583
2.618 1.0507
4.250 1.0383
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 1.0744 1.0755
PP 1.0734 1.0741
S1 1.0725 1.0728

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

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