CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 1.1059 1.1096 0.0037 0.3% 1.1049
High 1.1110 1.1096 -0.0014 -0.1% 1.1311
Low 1.1059 1.1046 -0.0013 -0.1% 1.1049
Close 1.1110 1.1060 -0.0050 -0.5% 1.1136
Range 0.0051 0.0050 -0.0001 -2.0% 0.0262
ATR 0.0090 0.0088 -0.0002 -2.1% 0.0000
Volume 51 33 -18 -35.3% 42
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1217 1.1189 1.1088
R3 1.1167 1.1139 1.1074
R2 1.1117 1.1117 1.1069
R1 1.1089 1.1089 1.1065 1.1078
PP 1.1067 1.1067 1.1067 1.1062
S1 1.1039 1.1039 1.1055 1.1028
S2 1.1017 1.1017 1.1051
S3 1.0967 1.0989 1.1046
S4 1.0917 1.0939 1.1033
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 1.1163 1.0968 0.0195 1.8% 0.0078 0.7% 47% False False 50
10 1.1311 1.0968 0.0343 3.1% 0.0086 0.8% 27% False False 37
20 1.1475 1.0968 0.0507 4.6% 0.0076 0.7% 18% False False 31
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1309
2.618 1.1227
1.618 1.1177
1.000 1.1146
0.618 1.1127
HIGH 1.1096
0.618 1.1077
0.500 1.1071
0.382 1.1065
LOW 1.1046
0.618 1.1015
1.000 1.0996
1.618 1.0965
2.618 1.0915
4.250 1.0834
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 1.1071 1.1053
PP 1.1067 1.1046
S1 1.1064 1.1039

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

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