CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 1.1022 1.1055 0.0033 0.3% 1.1035
High 1.1102 1.1081 -0.0021 -0.2% 1.1125
Low 1.0997 1.1031 0.0034 0.3% 1.0928
Close 1.1033 1.1040 0.0007 0.1% 1.1033
Range 0.0105 0.0050 -0.0055 -52.4% 0.0197
ATR 0.0105 0.0101 -0.0004 -3.7% 0.0000
Volume 444 815 371 83.6% 2,743
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1201 1.1170 1.1068
R3 1.1151 1.1120 1.1054
R2 1.1101 1.1101 1.1049
R1 1.1070 1.1070 1.1045 1.1061
PP 1.1051 1.1051 1.1051 1.1046
S1 1.1020 1.1020 1.1035 1.1011
S2 1.1001 1.1001 1.1031
S3 1.0951 1.0970 1.1026
S4 1.0901 1.0920 1.1013
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% 0.0096 0.9% 57% False False 561
10 1.1415 1.0928 0.0487 4.4% 0.0104 0.9% 23% False False 619
20 1.1524 1.0928 0.0596 5.4% 0.0095 0.9% 19% False False 500
40 1.1524 1.0928 0.0596 5.4% 0.0102 0.9% 19% False False 432
60 1.1749 1.0928 0.0821 7.4% 0.0111 1.0% 14% False False 342
80 1.1749 1.0860 0.0889 8.1% 0.0107 1.0% 20% False False 275
100 1.1749 1.0860 0.0889 8.1% 0.0102 0.9% 20% False False 229
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1294
2.618 1.1212
1.618 1.1162
1.000 1.1131
0.618 1.1112
HIGH 1.1081
0.618 1.1062
0.500 1.1056
0.382 1.1050
LOW 1.1031
0.618 1.1000
1.000 1.0981
1.618 1.0950
2.618 1.0900
4.250 1.0819
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 1.1056 1.1033
PP 1.1051 1.1025
S1 1.1045 1.1018

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

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