CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 24-Nov-2015

Day Change Summary
	Previous	Current
	23-Nov-2015	24-Nov-2015	Change	Change %	Previous Week
Open	1.0691	1.0693	0.0002	0.0%	1.0761
High	1.0701	1.0730	0.0029	0.3%	1.0823
Low	1.0664	1.0691	0.0027	0.3%	1.0686
Close	1.0688	1.0719	0.0031	0.3%	1.0715
Range	0.0037	0.0039	0.0002	5.4%	0.0137
ATR	0.0090	0.0086	-0.0003	-3.8%	0.0000
Volume	149	29	-120	-80.5%	1,334

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0830	1.0814	1.0740
R3	1.0791	1.0775	1.0730
R2	1.0752	1.0752	1.0726
R1	1.0736	1.0736	1.0723	1.0744
PP	1.0713	1.0713	1.0713	1.0718
S1	1.0697	1.0697	1.0715	1.0705
S2	1.0674	1.0674	1.0712
S3	1.0635	1.0658	1.0708
S4	1.0596	1.0619	1.0698

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	1.0664	0.0159	1.5%	0.0062	0.6%	35%	False	False	237
10	1.0886	1.0664	0.0222	2.1%	0.0074	0.7%	25%	False	False	172
20	1.1142	1.0664	0.0478	4.5%	0.0087	0.8%	12%	False	False	160
40	1.1540	1.0664	0.0876	8.2%	0.0086	0.8%	6%	False	False	94

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0896
2.618	1.0832
1.618	1.0793
1.000	1.0769
0.618	1.0754
HIGH	1.0730
0.618	1.0715
0.500	1.0711
0.382	1.0706
LOW	1.0691
0.618	1.0667
1.000	1.0652
1.618	1.0628
2.618	1.0589
4.250	1.0525

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	1.0716	1.0723
PP	1.0713	1.0722
S1	1.0711	1.0720

Download as Excel Spreadsheet

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

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