CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 1.0716 1.0678 -0.0038 -0.4% 1.0759
High 1.0720 1.0723 0.0003 0.0% 1.0861
Low 1.0661 1.0650 -0.0011 -0.1% 1.0707
Close 1.0679 1.0678 -0.0001 0.0% 1.0767
Range 0.0059 0.0073 0.0014 23.7% 0.0154
ATR 0.0098 0.0096 -0.0002 -1.8% 0.0000
Volume 1,959 2,247 288 14.7% 11,084
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0903 1.0863 1.0718
R3 1.0830 1.0790 1.0698
R2 1.0757 1.0757 1.0691
R1 1.0717 1.0717 1.0685 1.0715
PP 1.0684 1.0684 1.0684 1.0682
S1 1.0644 1.0644 1.0671 1.0642
S2 1.0611 1.0611 1.0665
S3 1.0538 1.0571 1.0658
S4 1.0465 1.0498 1.0638
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 1.0650 0.0211 2.0% 0.0091 0.9% 13% False True 2,781
10 1.0925 1.0650 0.0275 2.6% 0.0093 0.9% 10% False True 2,410
20 1.1378 1.0650 0.0728 6.8% 0.0104 1.0% 4% False True 1,769
40 1.1524 1.0650 0.0874 8.2% 0.0097 0.9% 3% False True 1,098
60 1.1597 1.0650 0.0947 8.9% 0.0105 1.0% 3% False True 808
80 1.1749 1.0650 0.1099 10.3% 0.0107 1.0% 3% False True 642
100 1.1749 1.0650 0.1099 10.3% 0.0103 1.0% 3% False True 524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
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 1.1033
2.618 1.0914
1.618 1.0841
1.000 1.0796
0.618 1.0768
HIGH 1.0723
0.618 1.0695
0.500 1.0687
0.382 1.0678
LOW 1.0650
0.618 1.0605
1.000 1.0577
1.618 1.0532
2.618 1.0459
4.250 1.0340
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 1.0687 1.0719
PP 1.0684 1.0705
S1 1.0681 1.0692

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

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