CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 16-Jul-2015

Day Change Summary
	Previous	Current
	15-Jul-2015	16-Jul-2015	Change	Change %	Previous Week
Open	1.1004	1.0965	-0.0039	-0.4%	1.1051
High	1.1077	1.1003	-0.0074	-0.7%	1.1241
Low	1.0972	1.0905	-0.0067	-0.6%	1.0968
Close	1.0995	1.0922	-0.0073	-0.7%	1.1176
Range	0.0105	0.0098	-0.0007	-6.7%	0.0273
ATR	0.0102	0.0102	0.0000	-0.3%	0.0000
Volume	13	73	60	461.5%	496

Daily Pivots for day following 16-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1237	1.1178	1.0976
R3	1.1139	1.1080	1.0949
R2	1.1041	1.1041	1.0940
R1	1.0982	1.0982	1.0931	1.0963
PP	1.0943	1.0943	1.0943	1.0934
S1	1.0884	1.0884	1.0913	1.0865
S2	1.0845	1.0845	1.0904
S3	1.0747	1.0786	1.0895
S4	1.0649	1.0688	1.0868

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	1.0905	0.0336	3.1%	0.0115	1.1%	5%	False	True	83
10	1.1241	1.0905	0.0336	3.1%	0.0096	0.9%	5%	False	True	67
20	1.1475	1.0905	0.0570	5.2%	0.0092	0.8%	3%	False	True	48

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.1420
2.618	1.1260
1.618	1.1162
1.000	1.1101
0.618	1.1064
HIGH	1.1003
0.618	1.0966
0.500	1.0954
0.382	1.0942
LOW	1.0905
0.618	1.0844
1.000	1.0807
1.618	1.0746
2.618	1.0648
4.250	1.0489

Fisher Pivots for day following 16-Jul-2015
Pivot	1 day	3 day
R1	1.0954	1.1011
PP	1.0943	1.0981
S1	1.0933	1.0952

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols