CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 1.1031 1.1100 0.0069 0.6% 1.1088
High 1.1126 1.1106 -0.0020 -0.2% 1.1142
Low 1.1031 1.1065 0.0034 0.3% 1.0958
Close 1.1058 1.1067 0.0009 0.1% 1.1058
Range 0.0095 0.0041 -0.0054 -56.8% 0.0184
ATR 0.0094 0.0091 -0.0003 -3.5% 0.0000
Volume 7 35 28 400.0% 141
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1202 1.1176 1.1090
R3 1.1161 1.1135 1.1078
R2 1.1120 1.1120 1.1075
R1 1.1094 1.1094 1.1071 1.1087
PP 1.1079 1.1079 1.1079 1.1076
S1 1.1053 1.1053 1.1063 1.1046
S2 1.1038 1.1038 1.1059
S3 1.0997 1.1012 1.1056
S4 1.0956 1.0971 1.1044
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% 0.0080 0.7% 59% False False 30
10 1.1430 1.0958 0.0472 4.3% 0.0088 0.8% 23% False False 22
20 1.1540 1.0958 0.0582 5.3% 0.0082 0.7% 19% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1280
2.618 1.1213
1.618 1.1172
1.000 1.1147
0.618 1.1131
HIGH 1.1106
0.618 1.1090
0.500 1.1086
0.382 1.1081
LOW 1.1065
0.618 1.1040
1.000 1.1024
1.618 1.0999
2.618 1.0958
4.250 1.0891
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 1.1086 1.1065
PP 1.1079 1.1063
S1 1.1073 1.1061

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

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