CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 1.0653 1.0622 -0.0031 -0.3% 1.0672
High 1.0669 1.0627 -0.0042 -0.4% 1.0720
Low 1.0603 1.0591 -0.0012 -0.1% 1.0598
Close 1.0632 1.0606 -0.0026 -0.2% 1.0632
Range 0.0066 0.0036 -0.0030 -45.5% 0.0122
ATR 0.0092 0.0088 -0.0004 -3.9% 0.0000
Volume 3,573 6,683 3,110 87.0% 16,508
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0716 1.0697 1.0626
R3 1.0680 1.0661 1.0616
R2 1.0644 1.0644 1.0613
R1 1.0625 1.0625 1.0609 1.0617
PP 1.0608 1.0608 1.0608 1.0604
S1 1.0589 1.0589 1.0603 1.0581
S2 1.0572 1.0572 1.0599
S3 1.0536 1.0553 1.0596
S4 1.0500 1.0517 1.0586
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 1.0720 1.0591 0.0129 1.2% 0.0068 0.6% 12% False True 4,638
10 1.0796 1.0591 0.0205 1.9% 0.0074 0.7% 7% False True 4,379
20 1.1081 1.0591 0.0490 4.6% 0.0086 0.8% 3% False True 3,268
40 1.1524 1.0591 0.0933 8.8% 0.0092 0.9% 2% False True 1,872
60 1.1524 1.0591 0.0933 8.8% 0.0097 0.9% 2% False True 1,369
80 1.1749 1.0591 0.1158 10.9% 0.0106 1.0% 1% False True 1,064
100 1.1749 1.0591 0.1158 10.9% 0.0103 1.0% 1% False True 868
120 1.1749 1.0591 0.1158 10.9% 0.0099 0.9% 1% False True 729
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 0.0016
Narrowest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 1.0780
2.618 1.0721
1.618 1.0685
1.000 1.0663
0.618 1.0649
HIGH 1.0627
0.618 1.0613
0.500 1.0609
0.382 1.0605
LOW 1.0591
0.618 1.0569
1.000 1.0555
1.618 1.0533
2.618 1.0497
4.250 1.0438
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 1.0609 1.0656
PP 1.0608 1.0639
S1 1.0607 1.0623

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

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