CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 1.1050 1.1059 0.0009 0.1% 1.1049
High 1.1101 1.1110 0.0009 0.1% 1.1311
Low 1.0968 1.1059 0.0091 0.8% 1.1049
Close 1.1025 1.1110 0.0085 0.8% 1.1136
Range 0.0133 0.0051 -0.0082 -61.7% 0.0262
ATR 0.0091 0.0090 0.0000 -0.5% 0.0000
Volume 59 51 -8 -13.6% 42
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1246 1.1229 1.1138
R3 1.1195 1.1178 1.1124
R2 1.1144 1.1144 1.1119
R1 1.1127 1.1127 1.1115 1.1136
PP 1.1093 1.1093 1.1093 1.1097
S1 1.1076 1.1076 1.1105 1.1085
S2 1.1042 1.1042 1.1101
S3 1.0991 1.1025 1.1096
S4 1.0940 1.0974 1.1082
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1951 1.1806 1.1280
R3 1.1689 1.1544 1.1208
R2 1.1427 1.1427 1.1184
R1 1.1282 1.1282 1.1160 1.1355
PP 1.1165 1.1165 1.1165 1.1202
S1 1.1020 1.1020 1.1112 1.1093
S2 1.0903 1.0903 1.1088
S3 1.0641 1.0758 1.1064
S4 1.0379 1.0496 1.0992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1168 1.0968 0.0200 1.8% 0.0081 0.7% 71% False False 45
10 1.1311 1.0968 0.0343 3.1% 0.0086 0.8% 41% False False 40
20 1.1475 1.0968 0.0507 4.6% 0.0076 0.7% 28% False False 30
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1327
2.618 1.1244
1.618 1.1193
1.000 1.1161
0.618 1.1142
HIGH 1.1110
0.618 1.1091
0.500 1.1085
0.382 1.1078
LOW 1.1059
0.618 1.1027
1.000 1.1008
1.618 1.0976
2.618 1.0925
4.250 1.0842
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 1.1102 1.1095
PP 1.1093 1.1080
S1 1.1085 1.1066

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

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