CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 1.1235 1.1225 -0.0010 -0.1% 1.1358
High 1.1356 1.1267 -0.0089 -0.8% 1.1385
Low 1.1229 1.1192 -0.0037 -0.3% 1.1172
Close 1.1281 1.1250 -0.0031 -0.3% 1.1250
Range 0.0127 0.0075 -0.0052 -40.9% 0.0213
ATR
Volume 14 10 -4 -28.6% 166
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1461 1.1431 1.1291
R3 1.1386 1.1356 1.1271
R2 1.1311 1.1311 1.1264
R1 1.1281 1.1281 1.1257 1.1296
PP 1.1236 1.1236 1.1236 1.1244
S1 1.1206 1.1206 1.1243 1.1221
S2 1.1161 1.1161 1.1236
S3 1.1086 1.1131 1.1229
S4 1.1011 1.1056 1.1209
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1908 1.1792 1.1367
R3 1.1695 1.1579 1.1309
R2 1.1482 1.1482 1.1289
R1 1.1366 1.1366 1.1270 1.1318
PP 1.1269 1.1269 1.1269 1.1245
S1 1.1153 1.1153 1.1230 1.1105
S2 1.1056 1.1056 1.1211
S3 1.0843 1.0940 1.1191
S4 1.0630 1.0727 1.1133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1385 1.1172 0.0213 1.9% 0.0102 0.9% 37% False False 33
10 1.1505 1.1172 0.0333 3.0% 0.0101 0.9% 23% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1586
2.618 1.1463
1.618 1.1388
1.000 1.1342
0.618 1.1313
HIGH 1.1267
0.618 1.1238
0.500 1.1230
0.382 1.1221
LOW 1.1192
0.618 1.1146
1.000 1.1117
1.618 1.1071
2.618 1.0996
4.250 1.0873
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 1.1243 1.1264
PP 1.1236 1.1259
S1 1.1230 1.1255

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

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