CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 1.1376 1.1371 -0.0005 0.0% 1.1400
High 1.1406 1.1378 -0.0028 -0.2% 1.1524
Low 1.1364 1.1128 -0.0236 -2.1% 1.1365
Close 1.1366 1.1138 -0.0228 -2.0% 1.1406
Range 0.0042 0.0250 0.0208 495.2% 0.0159
ATR 0.0093 0.0104 0.0011 12.0% 0.0000
Volume 256 1,222 966 377.3% 1,658
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1965 1.1801 1.1276
R3 1.1715 1.1551 1.1207
R2 1.1465 1.1465 1.1184
R1 1.1301 1.1301 1.1161 1.1258
PP 1.1215 1.1215 1.1215 1.1193
S1 1.1051 1.1051 1.1115 1.1008
S2 1.0965 1.0965 1.1092
S3 1.0715 1.0801 1.1069
S4 1.0465 1.0551 1.1001
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1909 1.1816 1.1493
R3 1.1750 1.1657 1.1450
R2 1.1591 1.1591 1.1435
R1 1.1498 1.1498 1.1421 1.1545
PP 1.1432 1.1432 1.1432 1.1455
S1 1.1339 1.1339 1.1391 1.1386
S2 1.1273 1.1273 1.1377
S3 1.1114 1.1180 1.1362
S4 1.0955 1.1021 1.1319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1423 1.1128 0.0295 2.6% 0.0097 0.9% 3% False True 583
10 1.1524 1.1128 0.0396 3.6% 0.0095 0.8% 3% False True 446
20 1.1524 1.1128 0.0396 3.6% 0.0097 0.9% 3% False True 466
40 1.1524 1.1128 0.0396 3.6% 0.0105 0.9% 3% False True 352
60 1.1749 1.0893 0.0856 7.7% 0.0111 1.0% 29% False False 285
80 1.1749 1.0860 0.0889 8.0% 0.0105 0.9% 31% False False 227
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 0.0012
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.2441
2.618 1.2033
1.618 1.1783
1.000 1.1628
0.618 1.1533
HIGH 1.1378
0.618 1.1283
0.500 1.1253
0.382 1.1224
LOW 1.1128
0.618 1.0974
1.000 1.0878
1.618 1.0724
2.618 1.0474
4.250 1.0066
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 1.1253 1.1272
PP 1.1215 1.1227
S1 1.1176 1.1183

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

View Archives - Comment on this page... - Back to Index of Symbols