CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 1.1000 1.0999 -0.0001 0.0% 1.0881
High 1.1059 1.1033 -0.0026 -0.2% 1.1059
Low 1.1000 1.0973 -0.0027 -0.2% 1.0860
Close 1.1045 1.1028 -0.0017 -0.2% 1.1028
Range 0.0059 0.0060 0.0001 1.7% 0.0199
ATR 0.0099 0.0097 -0.0002 -2.0% 0.0000
Volume 68 17 -51 -75.0% 223
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1191 1.1170 1.1061
R3 1.1131 1.1110 1.1045
R2 1.1071 1.1071 1.1039
R1 1.1050 1.1050 1.1034 1.1061
PP 1.1011 1.1011 1.1011 1.1017
S1 1.0990 1.0990 1.1023 1.1001
S2 1.0951 1.0951 1.1017
S3 1.0891 1.0930 1.1012
S4 1.0831 1.0870 1.0995
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1579 1.1503 1.1137
R3 1.1380 1.1304 1.1083
R2 1.1181 1.1181 1.1064
R1 1.1105 1.1105 1.1046 1.1143
PP 1.0982 1.0982 1.0982 1.1002
S1 1.0906 1.0906 1.1010 1.0944
S2 1.0783 1.0783 1.0992
S3 1.0584 1.0707 1.0973
S4 1.0385 1.0508 1.0919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1059 1.0860 0.0199 1.8% 0.0080 0.7% 84% False False 44
10 1.1240 1.0860 0.0380 3.4% 0.0097 0.9% 44% False False 39
20 1.1311 1.0860 0.0451 4.1% 0.0095 0.9% 37% False False 49
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1288
2.618 1.1190
1.618 1.1130
1.000 1.1093
0.618 1.1070
HIGH 1.1033
0.618 1.1010
0.500 1.1003
0.382 1.0996
LOW 1.0973
0.618 1.0936
1.000 1.0913
1.618 1.0876
2.618 1.0816
4.250 1.0718
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 1.1020 1.1015
PP 1.1011 1.1002
S1 1.1003 1.0990

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

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