CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 1.0675 1.0653 -0.0022 -0.2% 1.0672
High 1.0720 1.0669 -0.0051 -0.5% 1.0720
Low 1.0598 1.0603 0.0005 0.0% 1.0598
Close 1.0647 1.0632 -0.0015 -0.1% 1.0632
Range 0.0122 0.0066 -0.0056 -45.9% 0.0122
ATR 0.0094 0.0092 -0.0002 -2.1% 0.0000
Volume 4,931 3,573 -1,358 -27.5% 16,508
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0833 1.0798 1.0668
R3 1.0767 1.0732 1.0650
R2 1.0701 1.0701 1.0644
R1 1.0666 1.0666 1.0638 1.0651
PP 1.0635 1.0635 1.0635 1.0627
S1 1.0600 1.0600 1.0626 1.0585
S2 1.0569 1.0569 1.0620
S3 1.0503 1.0534 1.0614
S4 1.0437 1.0468 1.0596
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1016 1.0946 1.0699
R3 1.0894 1.0824 1.0666
R2 1.0772 1.0772 1.0654
R1 1.0702 1.0702 1.0643 1.0676
PP 1.0650 1.0650 1.0650 1.0637
S1 1.0580 1.0580 1.0621 1.0554
S2 1.0528 1.0528 1.0610
S3 1.0406 1.0458 1.0598
S4 1.0284 1.0336 1.0565
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0760 1.0598 0.0162 1.5% 0.0078 0.7% 21% False False 4,349
10 1.0847 1.0598 0.0249 2.3% 0.0081 0.8% 14% False False 3,926
20 1.1102 1.0598 0.0504 4.7% 0.0089 0.8% 7% False False 2,956
40 1.1524 1.0598 0.0926 8.7% 0.0095 0.9% 4% False False 1,748
60 1.1524 1.0598 0.0926 8.7% 0.0099 0.9% 4% False False 1,261
80 1.1749 1.0598 0.1151 10.8% 0.0106 1.0% 3% False False 982
100 1.1749 1.0598 0.1151 10.8% 0.0103 1.0% 3% False False 802
120 1.1749 1.0598 0.1151 10.8% 0.0099 0.9% 3% False False 673
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0950
2.618 1.0842
1.618 1.0776
1.000 1.0735
0.618 1.0710
HIGH 1.0669
0.618 1.0644
0.500 1.0636
0.382 1.0628
LOW 1.0603
0.618 1.0562
1.000 1.0537
1.618 1.0496
2.618 1.0430
4.250 1.0323
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 1.0636 1.0659
PP 1.0635 1.0650
S1 1.0633 1.0641

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

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