CME Euro FX (E) Future December 2015


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 1.0872 1.0887 0.0015 0.1% 1.1037
High 1.0903 1.0900 -0.0003 0.0% 1.1059
Low 1.0839 1.0710 -0.0129 -1.2% 1.0710
Close 1.0891 1.0750 -0.0141 -1.3% 1.0750
Range 0.0064 0.0190 0.0126 196.9% 0.0349
ATR 0.0102 0.0108 0.0006 6.2% 0.0000
Volume 215,243 303,479 88,236 41.0% 1,082,775
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1357 1.1243 1.0855
R3 1.1167 1.1053 1.0802
R2 1.0977 1.0977 1.0785
R1 1.0863 1.0863 1.0767 1.0825
PP 1.0787 1.0787 1.0787 1.0768
S1 1.0673 1.0673 1.0733 1.0635
S2 1.0597 1.0597 1.0715
S3 1.0407 1.0483 1.0698
S4 1.0217 1.0293 1.0646
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1887 1.1667 1.0942
R3 1.1538 1.1318 1.0846
R2 1.1189 1.1189 1.0814
R1 1.0969 1.0969 1.0782 1.0905
PP 1.0840 1.0840 1.0840 1.0807
S1 1.0620 1.0620 1.0718 1.0556
S2 1.0491 1.0491 1.0686
S3 1.0142 1.0271 1.0654
S4 0.9793 0.9922 1.0558
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1059 1.0710 0.0349 3.2% 0.0105 1.0% 11% False True 216,555
10 1.1104 1.0710 0.0394 3.7% 0.0103 1.0% 10% False True 222,762
20 1.1505 1.0710 0.0795 7.4% 0.0101 0.9% 5% False True 205,917
40 1.1505 1.0710 0.0795 7.4% 0.0107 1.0% 5% False True 205,219
60 1.1730 1.0710 0.1020 9.5% 0.0117 1.1% 4% False True 150,009
80 1.1730 1.0710 0.1020 9.5% 0.0114 1.1% 4% False True 112,827
100 1.1730 1.0710 0.1020 9.5% 0.0117 1.1% 4% False True 90,367
120 1.1730 1.0710 0.1020 9.5% 0.0119 1.1% 4% False True 75,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1708
2.618 1.1397
1.618 1.1207
1.000 1.1090
0.618 1.1017
HIGH 1.0900
0.618 1.0827
0.500 1.0805
0.382 1.0783
LOW 1.0710
0.618 1.0593
1.000 1.0520
1.618 1.0403
2.618 1.0213
4.250 0.9903
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 1.0805 1.0842
PP 1.0787 1.0811
S1 1.0768 1.0781

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

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