CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 1.0602 1.0657 0.0055 0.5% 1.0672
High 1.0670 1.0663 -0.0007 -0.1% 1.0720
Low 1.0597 1.0583 -0.0014 -0.1% 1.0598
Close 1.0664 1.0649 -0.0015 -0.1% 1.0632
Range 0.0073 0.0080 0.0007 9.6% 0.0122
ATR 0.0087 0.0087 0.0000 -0.5% 0.0000
Volume 11,078 11,298 220 2.0% 16,508
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0872 1.0840 1.0693
R3 1.0792 1.0760 1.0671
R2 1.0712 1.0712 1.0664
R1 1.0680 1.0680 1.0656 1.0656
PP 1.0632 1.0632 1.0632 1.0620
S1 1.0600 1.0600 1.0642 1.0576
S2 1.0552 1.0552 1.0634
S3 1.0472 1.0520 1.0627
S4 1.0392 1.0440 1.0605
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 1.0583 0.0137 1.3% 0.0075 0.7% 48% False True 7,512
10 1.0796 1.0583 0.0213 2.0% 0.0075 0.7% 31% False True 5,934
20 1.0996 1.0583 0.0413 3.9% 0.0086 0.8% 16% False True 4,258
40 1.1524 1.0583 0.0941 8.8% 0.0090 0.8% 7% False True 2,416
60 1.1524 1.0583 0.0941 8.8% 0.0097 0.9% 7% False True 1,734
80 1.1749 1.0583 0.1166 10.9% 0.0105 1.0% 6% False True 1,342
100 1.1749 1.0583 0.1166 10.9% 0.0102 1.0% 6% False True 1,089
120 1.1749 1.0583 0.1166 10.9% 0.0099 0.9% 6% False True 915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1003
2.618 1.0872
1.618 1.0792
1.000 1.0743
0.618 1.0712
HIGH 1.0663
0.618 1.0632
0.500 1.0623
0.382 1.0614
LOW 1.0583
0.618 1.0534
1.000 1.0503
1.618 1.0454
2.618 1.0374
4.250 1.0243
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 1.0640 1.0642
PP 1.0632 1.0634
S1 1.0623 1.0627

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

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