CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 1.1371 1.1132 -0.0239 -2.1% 1.1386
High 1.1378 1.1168 -0.0210 -1.8% 1.1415
Low 1.1128 1.1027 -0.0101 -0.9% 1.1027
Close 1.1138 1.1034 -0.0104 -0.9% 1.1034
Range 0.0250 0.0141 -0.0109 -43.6% 0.0388
ATR 0.0104 0.0107 0.0003 2.5% 0.0000
Volume 1,222 774 -448 -36.7% 3,225
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1499 1.1408 1.1112
R3 1.1358 1.1267 1.1073
R2 1.1217 1.1217 1.1060
R1 1.1126 1.1126 1.1047 1.1101
PP 1.1076 1.1076 1.1076 1.1064
S1 1.0985 1.0985 1.1021 1.0960
S2 1.0935 1.0935 1.1008
S3 1.0794 1.0844 1.0995
S4 1.0653 1.0703 1.0956
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.2323 1.2066 1.1247
R3 1.1935 1.1678 1.1141
R2 1.1547 1.1547 1.1105
R1 1.1290 1.1290 1.1070 1.1225
PP 1.1159 1.1159 1.1159 1.1126
S1 1.0902 1.0902 1.0998 1.0837
S2 1.0771 1.0771 1.0963
S3 1.0383 1.0514 1.0927
S4 0.9995 1.0126 1.0821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1415 1.1027 0.0388 3.5% 0.0113 1.0% 2% False True 645
10 1.1524 1.1027 0.0497 4.5% 0.0097 0.9% 1% False True 488
20 1.1524 1.1027 0.0497 4.5% 0.0099 0.9% 1% False True 485
40 1.1524 1.1027 0.0497 4.5% 0.0104 0.9% 1% False True 367
60 1.1749 1.0893 0.0856 7.8% 0.0112 1.0% 16% False False 295
80 1.1749 1.0860 0.0889 8.1% 0.0106 1.0% 20% False False 237
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 1.1767
2.618 1.1537
1.618 1.1396
1.000 1.1309
0.618 1.1255
HIGH 1.1168
0.618 1.1114
0.500 1.1098
0.382 1.1081
LOW 1.1027
0.618 1.0940
1.000 1.0886
1.618 1.0799
2.618 1.0658
4.250 1.0428
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 1.1098 1.1217
PP 1.1076 1.1156
S1 1.1055 1.1095

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

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