CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 1.1088 1.1093 0.0005 0.0% 1.1408
High 1.1122 1.1125 0.0003 0.0% 1.1430
Low 1.1088 1.1091 0.0003 0.0% 1.1059
Close 1.1101 1.1098 -0.0003 0.0% 1.1059
Range 0.0034 0.0034 0.0000 0.0% 0.0371
ATR 0.0093 0.0088 -0.0004 -4.5% 0.0000
Volume 24 2 -22 -91.7% 60
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1207 1.1186 1.1117
R3 1.1173 1.1152 1.1107
R2 1.1139 1.1139 1.1104
R1 1.1118 1.1118 1.1101 1.1129
PP 1.1105 1.1105 1.1105 1.1110
S1 1.1084 1.1084 1.1095 1.1095
S2 1.1071 1.1071 1.1092
S3 1.1037 1.1050 1.1089
S4 1.1003 1.1016 1.1079
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.2296 1.2048 1.1263
R3 1.1925 1.1677 1.1161
R2 1.1554 1.1554 1.1127
R1 1.1306 1.1306 1.1093 1.1245
PP 1.1183 1.1183 1.1183 1.1152
S1 1.0935 1.0935 1.1025 1.0874
S2 1.0812 1.0812 1.0991
S3 1.0441 1.0564 1.0957
S4 1.0070 1.0193 1.0855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1421 1.1059 0.0362 3.3% 0.0093 0.8% 11% False False 14
10 1.1540 1.1059 0.0481 4.3% 0.0085 0.8% 8% False False 18
20 1.1540 1.1059 0.0481 4.3% 0.0085 0.8% 8% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Fibonacci Retracements and Extensions
4.250 1.1270
2.618 1.1214
1.618 1.1180
1.000 1.1159
0.618 1.1146
HIGH 1.1125
0.618 1.1112
0.500 1.1108
0.382 1.1104
LOW 1.1091
0.618 1.1070
1.000 1.1057
1.618 1.1036
2.618 1.1002
4.250 1.0947
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 1.1108 1.1123
PP 1.1105 1.1115
S1 1.1101 1.1106

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

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