CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 1.0657 1.0641 -0.0016 -0.2% 1.0672
High 1.0663 1.1011 0.0348 3.3% 1.0720
Low 1.0583 1.0540 -0.0043 -0.4% 1.0598
Close 1.0649 1.1001 0.0352 3.3% 1.0632
Range 0.0080 0.0471 0.0391 488.8% 0.0122
ATR 0.0087 0.0114 0.0027 31.7% 0.0000
Volume 11,298 47,772 36,474 322.8% 16,508
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.2264 1.2103 1.1260
R3 1.1793 1.1632 1.1131
R2 1.1322 1.1322 1.1087
R1 1.1161 1.1161 1.1044 1.1242
PP 1.0851 1.0851 1.0851 1.0891
S1 1.0690 1.0690 1.0958 1.0771
S2 1.0380 1.0380 1.0915
S3 0.9909 1.0219 1.0871
S4 0.9438 0.9748 1.0742
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 1.1011 1.0540 0.0471 4.3% 0.0145 1.3% 98% True True 16,080
10 1.1011 1.0540 0.0471 4.3% 0.0115 1.0% 98% True True 10,487
20 1.1011 1.0540 0.0471 4.3% 0.0104 0.9% 98% True True 6,448
40 1.1524 1.0540 0.0984 8.9% 0.0100 0.9% 47% False True 3,594
60 1.1524 1.0540 0.0984 8.9% 0.0103 0.9% 47% False True 2,526
80 1.1749 1.0540 0.1209 11.0% 0.0109 1.0% 38% False True 1,938
100 1.1749 1.0540 0.1209 11.0% 0.0106 1.0% 38% False True 1,566
120 1.1749 1.0540 0.1209 11.0% 0.0103 0.9% 38% False True 1,313
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 125 trading days
Fibonacci Retracements and Extensions
4.250 1.3013
2.618 1.2244
1.618 1.1773
1.000 1.1482
0.618 1.1302
HIGH 1.1011
0.618 1.0831
0.500 1.0776
0.382 1.0720
LOW 1.0540
0.618 1.0249
1.000 1.0069
1.618 0.9778
2.618 0.9307
4.250 0.8538
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 1.0926 1.0926
PP 1.0851 1.0851
S1 1.0776 1.0776

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

View Archives - Comment on this page... - Back to Index of Symbols