CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 1.1096 1.1166 0.0070 0.6% 1.1051
High 1.1096 1.1241 0.0145 1.3% 1.1241
Low 1.1046 1.1166 0.0120 1.1% 1.0968
Close 1.1060 1.1176 0.0116 1.0% 1.1176
Range 0.0050 0.0075 0.0025 50.0% 0.0273
ATR 0.0088 0.0095 0.0007 7.5% 0.0000
Volume 33 245 212 642.4% 496
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1419 1.1373 1.1217
R3 1.1344 1.1298 1.1197
R2 1.1269 1.1269 1.1190
R1 1.1223 1.1223 1.1183 1.1246
PP 1.1194 1.1194 1.1194 1.1206
S1 1.1148 1.1148 1.1169 1.1171
S2 1.1119 1.1119 1.1162
S3 1.1044 1.1073 1.1155
S4 1.0969 1.0998 1.1135
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1947 1.1835 1.1326
R3 1.1674 1.1562 1.1251
R2 1.1401 1.1401 1.1226
R1 1.1289 1.1289 1.1201 1.1345
PP 1.1128 1.1128 1.1128 1.1157
S1 1.1016 1.1016 1.1151 1.1072
S2 1.0855 1.0855 1.1126
S3 1.0582 1.0743 1.1101
S4 1.0309 1.0470 1.1026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1241 1.0968 0.0273 2.4% 0.0086 0.8% 76% True False 99
10 1.1311 1.0968 0.0343 3.1% 0.0093 0.8% 61% False False 58
20 1.1475 1.0968 0.0507 4.5% 0.0078 0.7% 41% False False 43
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1560
2.618 1.1437
1.618 1.1362
1.000 1.1316
0.618 1.1287
HIGH 1.1241
0.618 1.1212
0.500 1.1204
0.382 1.1195
LOW 1.1166
0.618 1.1120
1.000 1.1091
1.618 1.1045
2.618 1.0970
4.250 1.0847
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 1.1204 1.1165
PP 1.1194 1.1154
S1 1.1185 1.1144

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

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