CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 1.1055 1.1040 -0.0015 -0.1% 1.1035
High 1.1081 1.1060 -0.0021 -0.2% 1.1125
Low 1.1031 1.0967 -0.0064 -0.6% 1.0928
Close 1.1040 1.0994 -0.0046 -0.4% 1.1033
Range 0.0050 0.0093 0.0043 86.0% 0.0197
ATR 0.0101 0.0101 -0.0001 -0.6% 0.0000
Volume 815 1,767 952 116.8% 2,743
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1286 1.1233 1.1045
R3 1.1193 1.1140 1.1020
R2 1.1100 1.1100 1.1011
R1 1.1047 1.1047 1.1003 1.1027
PP 1.1007 1.1007 1.1007 1.0997
S1 1.0954 1.0954 1.0985 1.0934
S2 1.0914 1.0914 1.0977
S3 1.0821 1.0861 1.0968
S4 1.0728 1.0768 1.0943
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% 0.0105 1.0% 34% False False 842
10 1.1406 1.0928 0.0478 4.3% 0.0107 1.0% 14% False False 757
20 1.1524 1.0928 0.0596 5.4% 0.0094 0.9% 11% False False 575
40 1.1524 1.0928 0.0596 5.4% 0.0102 0.9% 11% False False 472
60 1.1749 1.0928 0.0821 7.5% 0.0111 1.0% 8% False False 370
80 1.1749 1.0860 0.0889 8.1% 0.0106 1.0% 15% False False 297
100 1.1749 1.0860 0.0889 8.1% 0.0102 0.9% 15% False False 246
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1455
2.618 1.1303
1.618 1.1210
1.000 1.1153
0.618 1.1117
HIGH 1.1060
0.618 1.1024
0.500 1.1014
0.382 1.1003
LOW 1.0967
0.618 1.0910
1.000 1.0874
1.618 1.0817
2.618 1.0724
4.250 1.0572
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 1.1014 1.1035
PP 1.1007 1.1021
S1 1.1001 1.1008

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

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