CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 1.1352 1.1253 -0.0099 -0.9% 1.1266
High 1.1352 1.1268 -0.0084 -0.7% 1.1475
Low 1.1208 1.1222 0.0014 0.1% 1.1266
Close 1.1220 1.1258 0.0038 0.3% 1.1406
Range 0.0144 0.0046 -0.0098 -68.1% 0.0209
ATR
Volume 7 68 61 871.4% 173
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1387 1.1369 1.1283
R3 1.1341 1.1323 1.1271
R2 1.1295 1.1295 1.1266
R1 1.1277 1.1277 1.1262 1.1286
PP 1.1249 1.1249 1.1249 1.1254
S1 1.1231 1.1231 1.1254 1.1240
S2 1.1203 1.1203 1.1250
S3 1.1157 1.1185 1.1245
S4 1.1111 1.1139 1.1233
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.2009 1.1917 1.1521
R3 1.1800 1.1708 1.1463
R2 1.1591 1.1591 1.1444
R1 1.1499 1.1499 1.1425 1.1545
PP 1.1382 1.1382 1.1382 1.1406
S1 1.1290 1.1290 1.1387 1.1336
S2 1.1173 1.1173 1.1368
S3 1.0964 1.1081 1.1349
S4 1.0755 1.0872 1.1291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1475 1.1208 0.0267 2.4% 0.0079 0.7% 19% False False 38
10 1.1475 1.1208 0.0267 2.4% 0.0066 0.6% 19% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1464
2.618 1.1388
1.618 1.1342
1.000 1.1314
0.618 1.1296
HIGH 1.1268
0.618 1.1250
0.500 1.1245
0.382 1.1240
LOW 1.1222
0.618 1.1194
1.000 1.1176
1.618 1.1148
2.618 1.1102
4.250 1.1027
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 1.1254 1.1326
PP 1.1249 1.1303
S1 1.1245 1.1281

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

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