CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 1.1249 1.1168 -0.0081 -0.7% 1.1443
High 1.1249 1.1168 -0.0081 -0.7% 1.1443
Low 1.1185 1.1100 -0.0085 -0.8% 1.1184
Close 1.1196 1.1100 -0.0096 -0.9% 1.1212
Range 0.0064 0.0068 0.0004 6.3% 0.0259
ATR 0.0088 0.0088 0.0001 0.7% 0.0000
Volume 9 7 -2 -22.2% 158
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1327 1.1281 1.1137
R3 1.1259 1.1213 1.1119
R2 1.1191 1.1191 1.1112
R1 1.1145 1.1145 1.1106 1.1134
PP 1.1123 1.1123 1.1123 1.1117
S1 1.1077 1.1077 1.1094 1.1066
S2 1.1055 1.1055 1.1088
S3 1.0987 1.1009 1.1081
S4 1.0919 1.0941 1.1063
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.2057 1.1893 1.1354
R3 1.1798 1.1634 1.1283
R2 1.1539 1.1539 1.1259
R1 1.1375 1.1375 1.1236 1.1328
PP 1.1280 1.1280 1.1280 1.1256
S1 1.1116 1.1116 1.1188 1.1069
S2 1.1021 1.1021 1.1165
S3 1.0762 1.0857 1.1141
S4 1.0503 1.0598 1.1070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1311 1.1049 0.0262 2.4% 0.0095 0.9% 19% False False 23
10 1.1475 1.1049 0.0426 3.8% 0.0087 0.8% 12% 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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1457
2.618 1.1346
1.618 1.1278
1.000 1.1236
0.618 1.1210
HIGH 1.1168
0.618 1.1142
0.500 1.1134
0.382 1.1126
LOW 1.1100
0.618 1.1058
1.000 1.1032
1.618 1.0990
2.618 1.0922
4.250 1.0811
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 1.1134 1.1180
PP 1.1123 1.1153
S1 1.1111 1.1127

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

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