CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 1.0956 1.1022 0.0066 0.6% 1.1035
High 1.1015 1.1102 0.0087 0.8% 1.1125
Low 1.0933 1.0997 0.0064 0.6% 1.0928
Close 1.1004 1.1033 0.0029 0.3% 1.1033
Range 0.0082 0.0105 0.0023 28.0% 0.0197
ATR 0.0105 0.0105 0.0000 0.0% 0.0000
Volume 560 444 -116 -20.7% 2,743
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1359 1.1301 1.1091
R3 1.1254 1.1196 1.1062
R2 1.1149 1.1149 1.1052
R1 1.1091 1.1091 1.1043 1.1120
PP 1.1044 1.1044 1.1044 1.1059
S1 1.0986 1.0986 1.1023 1.1015
S2 1.0939 1.0939 1.1014
S3 1.0834 1.0881 1.1004
S4 1.0729 1.0776 1.0975
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1620 1.1523 1.1141
R3 1.1423 1.1326 1.1087
R2 1.1226 1.1226 1.1069
R1 1.1129 1.1129 1.1051 1.1079
PP 1.1029 1.1029 1.1029 1.1004
S1 1.0932 1.0932 1.1015 1.0882
S2 1.0832 1.0832 1.0997
S3 1.0635 1.0735 1.0979
S4 1.0438 1.0538 1.0925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1125 1.0928 0.0197 1.8% 0.0099 0.9% 53% False False 548
10 1.1415 1.0928 0.0487 4.4% 0.0106 1.0% 22% False False 596
20 1.1524 1.0928 0.0596 5.4% 0.0098 0.9% 18% False False 476
40 1.1524 1.0928 0.0596 5.4% 0.0102 0.9% 18% False False 419
60 1.1749 1.0908 0.0841 7.6% 0.0113 1.0% 15% False False 330
80 1.1749 1.0860 0.0889 8.1% 0.0108 1.0% 19% False False 268
100 1.1749 1.0860 0.0889 8.1% 0.0101 0.9% 19% False False 221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1548
2.618 1.1377
1.618 1.1272
1.000 1.1207
0.618 1.1167
HIGH 1.1102
0.618 1.1062
0.500 1.1050
0.382 1.1037
LOW 1.0997
0.618 1.0932
1.000 1.0892
1.618 1.0827
2.618 1.0722
4.250 1.0551
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 1.1050 1.1031
PP 1.1044 1.1029
S1 1.1039 1.1027

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

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