CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 1.1408 1.1379 -0.0029 -0.3% 1.1422
High 1.1427 1.1430 0.0003 0.0% 1.1540
Low 1.1367 1.1378 0.0011 0.1% 1.1388
Close 1.1380 1.1389 0.0009 0.1% 1.1430
Range 0.0060 0.0052 -0.0008 -13.3% 0.0152
ATR 0.0087 0.0085 -0.0003 -2.9% 0.0000
Volume 10 2 -8 -80.0% 106
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1555 1.1524 1.1418
R3 1.1503 1.1472 1.1403
R2 1.1451 1.1451 1.1399
R1 1.1420 1.1420 1.1394 1.1436
PP 1.1399 1.1399 1.1399 1.1407
S1 1.1368 1.1368 1.1384 1.1384
S2 1.1347 1.1347 1.1379
S3 1.1295 1.1316 1.1375
S4 1.1243 1.1264 1.1360
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1909 1.1821 1.1514
R3 1.1757 1.1669 1.1472
R2 1.1605 1.1605 1.1458
R1 1.1517 1.1517 1.1444 1.1561
PP 1.1453 1.1453 1.1453 1.1475
S1 1.1365 1.1365 1.1416 1.1409
S2 1.1301 1.1301 1.1402
S3 1.1149 1.1213 1.1388
S4 1.0997 1.1061 1.1346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1540 1.1367 0.0173 1.5% 0.0076 0.7% 13% False False 21
10 1.1540 1.1271 0.0269 2.4% 0.0072 0.6% 44% False False 37
20 1.1540 1.1172 0.0368 3.2% 0.0084 0.7% 59% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1651
2.618 1.1566
1.618 1.1514
1.000 1.1482
0.618 1.1462
HIGH 1.1430
0.618 1.1410
0.500 1.1404
0.382 1.1398
LOW 1.1378
0.618 1.1346
1.000 1.1326
1.618 1.1294
2.618 1.1242
4.250 1.1157
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 1.1404 1.1404
PP 1.1399 1.1399
S1 1.1394 1.1394

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

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