CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 1.0664 1.0675 0.0011 0.1% 1.0758
High 1.0703 1.0720 0.0017 0.2% 1.0796
Low 1.0652 1.0598 -0.0054 -0.5% 1.0650
Close 1.0688 1.0647 -0.0041 -0.4% 1.0684
Range 0.0051 0.0122 0.0071 139.2% 0.0146
ATR 0.0091 0.0094 0.0002 2.4% 0.0000
Volume 3,299 4,931 1,632 49.5% 20,605
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1021 1.0956 1.0714
R3 1.0899 1.0834 1.0681
R2 1.0777 1.0777 1.0669
R1 1.0712 1.0712 1.0658 1.0684
PP 1.0655 1.0655 1.0655 1.0641
S1 1.0590 1.0590 1.0636 1.0562
S2 1.0533 1.0533 1.0625
S3 1.0411 1.0468 1.0613
S4 1.0289 1.0346 1.0580
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1148 1.1062 1.0764
R3 1.1002 1.0916 1.0724
R2 1.0856 1.0856 1.0711
R1 1.0770 1.0770 1.0697 1.0740
PP 1.0710 1.0710 1.0710 1.0695
S1 1.0624 1.0624 1.0671 1.0594
S2 1.0564 1.0564 1.0657
S3 1.0418 1.0478 1.0644
S4 1.0272 1.0332 1.0604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0796 1.0598 0.0198 1.9% 0.0084 0.8% 25% False True 4,893
10 1.0861 1.0598 0.0263 2.5% 0.0088 0.8% 19% False True 3,837
20 1.1102 1.0598 0.0504 4.7% 0.0090 0.8% 10% False True 2,805
40 1.1524 1.0598 0.0926 8.7% 0.0095 0.9% 5% False True 1,667
60 1.1524 1.0598 0.0926 8.7% 0.0099 0.9% 5% False True 1,206
80 1.1749 1.0598 0.1151 10.8% 0.0106 1.0% 4% False True 940
100 1.1749 1.0598 0.1151 10.8% 0.0103 1.0% 4% False True 766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1239
2.618 1.1039
1.618 1.0917
1.000 1.0842
0.618 1.0795
HIGH 1.0720
0.618 1.0673
0.500 1.0659
0.382 1.0645
LOW 1.0598
0.618 1.0523
1.000 1.0476
1.618 1.0401
2.618 1.0279
4.250 1.0080
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 1.0659 1.0659
PP 1.0655 1.0655
S1 1.0651 1.0651

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

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