CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 1.0871 1.0988 0.0117 1.1% 1.1169
High 1.1007 1.1008 0.0001 0.0% 1.1240
Low 1.0860 1.0920 0.0060 0.6% 1.0878
Close 1.0989 1.0951 -0.0038 -0.3% 1.0895
Range 0.0147 0.0088 -0.0059 -40.1% 0.0362
ATR 0.0100 0.0099 -0.0001 -0.8% 0.0000
Volume 48 39 -9 -18.8% 175
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1224 1.1175 1.0999
R3 1.1136 1.1087 1.0975
R2 1.1048 1.1048 1.0967
R1 1.0999 1.0999 1.0959 1.0980
PP 1.0960 1.0960 1.0960 1.0950
S1 1.0911 1.0911 1.0943 1.0892
S2 1.0872 1.0872 1.0935
S3 1.0784 1.0823 1.0927
S4 1.0696 1.0735 1.0903
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.2090 1.1855 1.1094
R3 1.1728 1.1493 1.0995
R2 1.1366 1.1366 1.0961
R1 1.1131 1.1131 1.0928 1.1068
PP 1.1004 1.1004 1.1004 1.0973
S1 1.0769 1.0769 1.0862 1.0706
S2 1.0642 1.0642 1.0829
S3 1.0280 1.0407 1.0795
S4 0.9918 1.0045 1.0696
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1008 1.0860 0.0148 1.4% 0.0090 0.8% 61% True False 42
10 1.1241 1.0860 0.0381 3.5% 0.0098 0.9% 24% False False 59
20 1.1311 1.0860 0.0451 4.1% 0.0092 0.8% 20% False False 49
Crabel Price Patterns
NR True
NR4 False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1382
2.618 1.1238
1.618 1.1150
1.000 1.1096
0.618 1.1062
HIGH 1.1008
0.618 1.0974
0.500 1.0964
0.382 1.0954
LOW 1.0920
0.618 1.0866
1.000 1.0832
1.618 1.0778
2.618 1.0690
4.250 1.0546
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 1.0964 1.0945
PP 1.0960 1.0940
S1 1.0955 1.0934

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

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