CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 1.0722 1.0618 -0.0104 -1.0% 1.0691
High 1.0741 1.0680 -0.0061 -0.6% 1.0741
Low 1.0635 1.0605 -0.0030 -0.3% 1.0605
Close 1.0678 1.0663 -0.0015 -0.1% 1.0663
Range 0.0106 0.0075 -0.0031 -29.2% 0.0136
ATR 0.0088 0.0087 -0.0001 -1.0% 0.0000
Volume 113 147 34 30.1% 438
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0874 1.0844 1.0704
R3 1.0799 1.0769 1.0684
R2 1.0724 1.0724 1.0677
R1 1.0694 1.0694 1.0670 1.0709
PP 1.0649 1.0649 1.0649 1.0657
S1 1.0619 1.0619 1.0656 1.0634
S2 1.0574 1.0574 1.0649
S3 1.0499 1.0544 1.0642
S4 1.0424 1.0469 1.0622
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1078 1.1006 1.0738
R3 1.0942 1.0870 1.0700
R2 1.0806 1.0806 1.0688
R1 1.0734 1.0734 1.0675 1.0702
PP 1.0670 1.0670 1.0670 1.0654
S1 1.0598 1.0598 1.0651 1.0566
S2 1.0534 1.0534 1.0638
S3 1.0398 1.0462 1.0626
S4 1.0262 1.0326 1.0588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0782 1.0605 0.0177 1.7% 0.0067 0.6% 33% False True 155
10 1.0877 1.0605 0.0272 2.6% 0.0073 0.7% 21% False True 188
20 1.1126 1.0605 0.0521 4.9% 0.0085 0.8% 11% False True 168
40 1.1540 1.0605 0.0935 8.8% 0.0087 0.8% 6% False True 100
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0999
2.618 1.0876
1.618 1.0801
1.000 1.0755
0.618 1.0726
HIGH 1.0680
0.618 1.0651
0.500 1.0643
0.382 1.0634
LOW 1.0605
0.618 1.0559
1.000 1.0530
1.618 1.0484
2.618 1.0409
4.250 1.0286
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 1.0656 1.0673
PP 1.0649 1.0670
S1 1.0643 1.0666

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

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