CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 1.0693 1.0722 0.0029 0.3% 1.0761
High 1.0730 1.0741 0.0011 0.1% 1.0823
Low 1.0691 1.0635 -0.0056 -0.5% 1.0686
Close 1.0719 1.0678 -0.0041 -0.4% 1.0715
Range 0.0039 0.0106 0.0067 171.8% 0.0137
ATR 0.0086 0.0088 0.0001 1.6% 0.0000
Volume 29 113 84 289.7% 1,334
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1003 1.0946 1.0736
R3 1.0897 1.0840 1.0707
R2 1.0791 1.0791 1.0697
R1 1.0734 1.0734 1.0688 1.0710
PP 1.0685 1.0685 1.0685 1.0672
S1 1.0628 1.0628 1.0668 1.0604
S2 1.0579 1.0579 1.0659
S3 1.0473 1.0522 1.0649
S4 1.0367 1.0416 1.0620
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 1.0635 0.0188 1.8% 0.0070 0.7% 23% False True 215
10 1.0886 1.0635 0.0251 2.4% 0.0078 0.7% 17% False True 182
20 1.1126 1.0635 0.0491 4.6% 0.0084 0.8% 9% False True 162
40 1.1540 1.0635 0.0905 8.5% 0.0086 0.8% 5% False True 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1192
2.618 1.1019
1.618 1.0913
1.000 1.0847
0.618 1.0807
HIGH 1.0741
0.618 1.0701
0.500 1.0688
0.382 1.0675
LOW 1.0635
0.618 1.0569
1.000 1.0529
1.618 1.0463
2.618 1.0357
4.250 1.0185
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 1.0688 1.0688
PP 1.0685 1.0685
S1 1.0681 1.0681

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

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