CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 1.0758 1.0716 -0.0042 -0.4% 1.0759
High 1.0787 1.0720 -0.0067 -0.6% 1.0861
Low 1.0706 1.0661 -0.0045 -0.4% 1.0707
Close 1.0707 1.0679 -0.0028 -0.3% 1.0767
Range 0.0081 0.0059 -0.0022 -27.2% 0.0154
ATR 0.0101 0.0098 -0.0003 -3.0% 0.0000
Volume 4,866 1,959 -2,907 -59.7% 11,084
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0864 1.0830 1.0711
R3 1.0805 1.0771 1.0695
R2 1.0746 1.0746 1.0690
R1 1.0712 1.0712 1.0684 1.0700
PP 1.0687 1.0687 1.0687 1.0680
S1 1.0653 1.0653 1.0674 1.0641
S2 1.0628 1.0628 1.0668
S3 1.0569 1.0594 1.0663
S4 1.0510 1.0535 1.0647
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1240 1.1158 1.0852
R3 1.1086 1.1004 1.0809
R2 1.0932 1.0932 1.0795
R1 1.0850 1.0850 1.0781 1.0891
PP 1.0778 1.0778 1.0778 1.0799
S1 1.0696 1.0696 1.0753 1.0737
S2 1.0624 1.0624 1.0739
S3 1.0470 1.0542 1.0725
S4 1.0316 1.0388 1.0682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0861 1.0661 0.0200 1.9% 0.0090 0.8% 9% False True 2,575
10 1.0996 1.0661 0.0335 3.1% 0.0097 0.9% 5% False True 2,581
20 1.1406 1.0661 0.0745 7.0% 0.0102 1.0% 2% False True 1,669
40 1.1524 1.0661 0.0863 8.1% 0.0098 0.9% 2% False True 1,052
60 1.1630 1.0661 0.0969 9.1% 0.0107 1.0% 2% False True 773
80 1.1749 1.0661 0.1088 10.2% 0.0107 1.0% 2% False True 615
100 1.1749 1.0661 0.1088 10.2% 0.0105 1.0% 2% False True 501
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0971
2.618 1.0874
1.618 1.0815
1.000 1.0779
0.618 1.0756
HIGH 1.0720
0.618 1.0697
0.500 1.0691
0.382 1.0684
LOW 1.0661
0.618 1.0625
1.000 1.0602
1.618 1.0566
2.618 1.0507
4.250 1.0410
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 1.0691 1.0754
PP 1.0687 1.0729
S1 1.0683 1.0704

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

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