CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 1.1253 1.1240 -0.0013 -0.1% 1.1443
High 1.1254 1.1254 0.0000 0.0% 1.1443
Low 1.1242 1.1184 -0.0058 -0.5% 1.1184
Close 1.1254 1.1212 -0.0042 -0.4% 1.1212
Range 0.0012 0.0070 0.0058 483.3% 0.0259
ATR 0.0000 0.0072 0.0072 0.0000
Volume 30 47 17 56.7% 158
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.1427 1.1389 1.1251
R3 1.1357 1.1319 1.1231
R2 1.1287 1.1287 1.1225
R1 1.1249 1.1249 1.1218 1.1233
PP 1.1217 1.1217 1.1217 1.1209
S1 1.1179 1.1179 1.1206 1.1163
S2 1.1147 1.1147 1.1199
S3 1.1077 1.1109 1.1193
S4 1.1007 1.1039 1.1174
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 1.2057 1.1893 1.1354
R3 1.1798 1.1634 1.1283
R2 1.1539 1.1539 1.1259
R1 1.1375 1.1375 1.1236 1.1328
PP 1.1280 1.1280 1.1280 1.1256
S1 1.1116 1.1116 1.1188 1.1069
S2 1.1021 1.1021 1.1165
S3 1.0762 1.0857 1.1141
S4 1.0503 1.0598 1.1070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1443 1.1184 0.0259 2.3% 0.0065 0.6% 11% False True 31
10 1.1475 1.1184 0.0291 2.6% 0.0065 0.6% 10% False True 33
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1552
2.618 1.1437
1.618 1.1367
1.000 1.1324
0.618 1.1297
HIGH 1.1254
0.618 1.1227
0.500 1.1219
0.382 1.1211
LOW 1.1184
0.618 1.1141
1.000 1.1114
1.618 1.1071
2.618 1.1001
4.250 1.0887
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 1.1219 1.1226
PP 1.1217 1.1221
S1 1.1214 1.1217

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

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