CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 1.1037 1.1004 -0.0033 -0.3% 1.1051
High 1.1117 1.1077 -0.0040 -0.4% 1.1241
Low 1.1016 1.0972 -0.0044 -0.4% 1.0968
Close 1.1056 1.0995 -0.0061 -0.6% 1.1176
Range 0.0101 0.0105 0.0004 4.0% 0.0273
ATR 0.0102 0.0102 0.0000 0.2% 0.0000
Volume 60 13 -47 -78.3% 496
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1330 1.1267 1.1053
R3 1.1225 1.1162 1.1024
R2 1.1120 1.1120 1.1014
R1 1.1057 1.1057 1.1005 1.1036
PP 1.1015 1.1015 1.1015 1.1004
S1 1.0952 1.0952 1.0985 1.0931
S2 1.0910 1.0910 1.0976
S3 1.0805 1.0847 1.0966
S4 1.0700 1.0742 1.0937
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 1.0972 0.0269 2.4% 0.0105 1.0% 9% False True 75
10 1.1241 1.0968 0.0273 2.5% 0.0093 0.8% 10% False False 60
20 1.1475 1.0968 0.0507 4.6% 0.0091 0.8% 5% False False 45
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1523
2.618 1.1352
1.618 1.1247
1.000 1.1182
0.618 1.1142
HIGH 1.1077
0.618 1.1037
0.500 1.1025
0.382 1.1012
LOW 1.0972
0.618 1.0907
1.000 1.0867
1.618 1.0802
2.618 1.0697
4.250 1.0526
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 1.1025 1.1106
PP 1.1015 1.1069
S1 1.1005 1.1032

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

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