CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 1.1018 1.1031 0.0013 0.1% 1.1088
High 1.1039 1.1126 0.0087 0.8% 1.1142
Low 1.0995 1.1031 0.0036 0.3% 1.0958
Close 1.1031 1.1058 0.0027 0.2% 1.1058
Range 0.0044 0.0095 0.0051 115.9% 0.0184
ATR 0.0094 0.0094 0.0000 0.1% 0.0000
Volume 19 7 -12 -63.2% 141
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1357 1.1302 1.1110
R3 1.1262 1.1207 1.1084
R2 1.1167 1.1167 1.1075
R1 1.1112 1.1112 1.1067 1.1140
PP 1.1072 1.1072 1.1072 1.1085
S1 1.1017 1.1017 1.1049 1.1045
S2 1.0977 1.0977 1.1041
S3 1.0882 1.0922 1.1032
S4 1.0787 1.0827 1.1006
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 1.1605 1.1515 1.1159
R3 1.1421 1.1331 1.1109
R2 1.1237 1.1237 1.1092
R1 1.1147 1.1147 1.1075 1.1100
PP 1.1053 1.1053 1.1053 1.1029
S1 1.0963 1.0963 1.1041 1.0916
S2 1.0869 1.0869 1.1024
S3 1.0685 1.0779 1.1007
S4 1.0501 1.0595 1.0957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1142 1.0958 0.0184 1.7% 0.0078 0.7% 54% False False 28
10 1.1430 1.0958 0.0472 4.3% 0.0090 0.8% 21% False False 20
20 1.1540 1.0958 0.0582 5.3% 0.0085 0.8% 17% False False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1530
2.618 1.1375
1.618 1.1280
1.000 1.1221
0.618 1.1185
HIGH 1.1126
0.618 1.1090
0.500 1.1079
0.382 1.1067
LOW 1.1031
0.618 1.0972
1.000 1.0936
1.618 1.0877
2.618 1.0782
4.250 1.0627
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 1.1079 1.1055
PP 1.1072 1.1053
S1 1.1065 1.1050

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

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