CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 25-Jun-2015
Day Change Summary
Previous Current
24-Jun-2015 25-Jun-2015 Change Change % Previous Week
Open 1.1253 1.1253 0.0000 0.0% 1.1266
High 1.1268 1.1254 -0.0014 -0.1% 1.1475
Low 1.1222 1.1242 0.0020 0.2% 1.1266
Close 1.1258 1.1254 -0.0004 0.0% 1.1406
Range 0.0046 0.0012 -0.0034 -73.9% 0.0209
ATR
Volume 68 30 -38 -55.9% 173
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1286 1.1282 1.1261
R3 1.1274 1.1270 1.1257
R2 1.1262 1.1262 1.1256
R1 1.1258 1.1258 1.1255 1.1260
PP 1.1250 1.1250 1.1250 1.1251
S1 1.1246 1.1246 1.1253 1.1248
S2 1.1238 1.1238 1.1252
S3 1.1226 1.1234 1.1251
S4 1.1214 1.1222 1.1247
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.2009 1.1917 1.1521
R3 1.1800 1.1708 1.1463
R2 1.1591 1.1591 1.1444
R1 1.1499 1.1499 1.1425 1.1545
PP 1.1382 1.1382 1.1382 1.1406
S1 1.1290 1.1290 1.1387 1.1336
S2 1.1173 1.1173 1.1368
S3 1.0964 1.1081 1.1349
S4 1.0755 1.0872 1.1291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1457 1.1208 0.0249 2.2% 0.0067 0.6% 18% False False 34
10 1.1475 1.1208 0.0267 2.4% 0.0064 0.6% 17% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1305
2.618 1.1285
1.618 1.1273
1.000 1.1266
0.618 1.1261
HIGH 1.1254
0.618 1.1249
0.500 1.1248
0.382 1.1247
LOW 1.1242
0.618 1.1235
1.000 1.1230
1.618 1.1223
2.618 1.1211
4.250 1.1191
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 1.1252 1.1280
PP 1.1250 1.1271
S1 1.1248 1.1263

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

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