CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 1.1169 1.1037 -0.0132 -1.2% 1.1051
High 1.1240 1.1117 -0.0123 -1.1% 1.1241
Low 1.1045 1.1016 -0.0029 -0.3% 1.0968
Close 1.1045 1.1056 0.0011 0.1% 1.1176
Range 0.0195 0.0101 -0.0094 -48.2% 0.0273
ATR 0.0102 0.0102 0.0000 -0.1% 0.0000
Volume 26 60 34 130.8% 496
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1366 1.1312 1.1112
R3 1.1265 1.1211 1.1084
R2 1.1164 1.1164 1.1075
R1 1.1110 1.1110 1.1065 1.1137
PP 1.1063 1.1063 1.1063 1.1077
S1 1.1009 1.1009 1.1047 1.1036
S2 1.0962 1.0962 1.1037
S3 1.0861 1.0908 1.1028
S4 1.0760 1.0807 1.1000
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1947 1.1835 1.1326
R3 1.1674 1.1562 1.1251
R2 1.1401 1.1401 1.1226
R1 1.1289 1.1289 1.1201 1.1345
PP 1.1128 1.1128 1.1128 1.1157
S1 1.1016 1.1016 1.1151 1.1072
S2 1.0855 1.0855 1.1126
S3 1.0582 1.0743 1.1101
S4 1.0309 1.0470 1.1026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1241 1.1016 0.0225 2.0% 0.0094 0.9% 18% False True 83
10 1.1249 1.0968 0.0281 2.5% 0.0089 0.8% 31% False False 60
20 1.1475 1.0968 0.0507 4.6% 0.0087 0.8% 17% False False 47
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 True
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1546
2.618 1.1381
1.618 1.1280
1.000 1.1218
0.618 1.1179
HIGH 1.1117
0.618 1.1078
0.500 1.1067
0.382 1.1055
LOW 1.1016
0.618 1.0954
1.000 1.0915
1.618 1.0853
2.618 1.0752
4.250 1.0587
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 1.1067 1.1129
PP 1.1063 1.1104
S1 1.1060 1.1080

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

View Archives - Comment on this page... - Back to Index of Symbols