CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 1.0691 1.0693 0.0002 0.0% 1.0761
High 1.0701 1.0730 0.0029 0.3% 1.0823
Low 1.0664 1.0691 0.0027 0.3% 1.0686
Close 1.0688 1.0719 0.0031 0.3% 1.0715
Range 0.0037 0.0039 0.0002 5.4% 0.0137
ATR 0.0090 0.0086 -0.0003 -3.8% 0.0000
Volume 149 29 -120 -80.5% 1,334
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.0830 1.0814 1.0740
R3 1.0791 1.0775 1.0730
R2 1.0752 1.0752 1.0726
R1 1.0736 1.0736 1.0723 1.0744
PP 1.0713 1.0713 1.0713 1.0718
S1 1.0697 1.0697 1.0715 1.0705
S2 1.0674 1.0674 1.0712
S3 1.0635 1.0658 1.0708
S4 1.0596 1.0619 1.0698
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1152 1.1071 1.0790
R3 1.1015 1.0934 1.0753
R2 1.0878 1.0878 1.0740
R1 1.0797 1.0797 1.0728 1.0769
PP 1.0741 1.0741 1.0741 1.0728
S1 1.0660 1.0660 1.0702 1.0632
S2 1.0604 1.0604 1.0690
S3 1.0467 1.0523 1.0677
S4 1.0330 1.0386 1.0640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0823 1.0664 0.0159 1.5% 0.0062 0.6% 35% False False 237
10 1.0886 1.0664 0.0222 2.1% 0.0074 0.7% 25% False False 172
20 1.1142 1.0664 0.0478 4.5% 0.0087 0.8% 12% False False 160
40 1.1540 1.0664 0.0876 8.2% 0.0086 0.8% 6% False False 94
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0896
2.618 1.0832
1.618 1.0793
1.000 1.0769
0.618 1.0754
HIGH 1.0730
0.618 1.0715
0.500 1.0711
0.382 1.0706
LOW 1.0691
0.618 1.0667
1.000 1.0652
1.618 1.0628
2.618 1.0589
4.250 1.0525
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 1.0716 1.0723
PP 1.0713 1.0722
S1 1.0711 1.0720

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

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