CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 1.1050 1.1086 0.0036 0.3% 1.0881
High 1.1163 1.1102 -0.0061 -0.5% 1.1059
Low 1.1025 1.1076 0.0051 0.5% 1.0860
Close 1.1144 1.1087 -0.0057 -0.5% 1.1028
Range 0.0138 0.0026 -0.0112 -81.2% 0.0199
ATR 0.0100 0.0098 -0.0002 -2.3% 0.0000
Volume 26 46 20 76.9% 223
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1166 1.1153 1.1101
R3 1.1140 1.1127 1.1094
R2 1.1114 1.1114 1.1092
R1 1.1101 1.1101 1.1089 1.1108
PP 1.1088 1.1088 1.1088 1.1092
S1 1.1075 1.1075 1.1085 1.1082
S2 1.1062 1.1062 1.1082
S3 1.1036 1.1049 1.1080
S4 1.1010 1.1023 1.1073
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 1.1579 1.1503 1.1137
R3 1.1380 1.1304 1.1083
R2 1.1181 1.1181 1.1064
R1 1.1105 1.1105 1.1046 1.1143
PP 1.0982 1.0982 1.0982 1.1002
S1 1.0906 1.0906 1.1010 1.0944
S2 1.0783 1.0783 1.0992
S3 1.0584 1.0707 1.0973
S4 1.0385 1.0508 1.0919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1163 1.0920 0.0243 2.2% 0.0074 0.7% 69% False False 39
10 1.1163 1.0860 0.0303 2.7% 0.0084 0.8% 75% False False 38
20 1.1249 1.0860 0.0389 3.5% 0.0086 0.8% 58% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.1213
2.618 1.1170
1.618 1.1144
1.000 1.1128
0.618 1.1118
HIGH 1.1102
0.618 1.1092
0.500 1.1089
0.382 1.1086
LOW 1.1076
0.618 1.1060
1.000 1.1050
1.618 1.1034
2.618 1.1008
4.250 1.0966
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 1.1089 1.1081
PP 1.1088 1.1074
S1 1.1088 1.1068

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

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