CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 1.1244 1.1180 -0.0064 -0.6% 1.1059
High 1.1244 1.1192 -0.0052 -0.5% 1.1270
Low 1.1150 1.1150 0.0001 0.0% 1.0898
Close 1.1164 1.1178 0.0015 0.1% 1.1227
Range 0.0094 0.0042 -0.0053 -55.9% 0.0372
ATR 0.0099 0.0095 -0.0004 -4.1% 0.0000
Volume 315 102 -213 -67.6% 1,146
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1298 1.1279 1.1201
R3 1.1256 1.1238 1.1189
R2 1.1215 1.1215 1.1186
R1 1.1196 1.1196 1.1182 1.1185
PP 1.1173 1.1173 1.1173 1.1167
S1 1.1155 1.1155 1.1174 1.1143
S2 1.1132 1.1132 1.1170
S3 1.1090 1.1113 1.1167
S4 1.1049 1.1072 1.1155
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.2248 1.2109 1.1432
R3 1.1876 1.1737 1.1329
R2 1.1504 1.1504 1.1295
R1 1.1365 1.1365 1.1261 1.1435
PP 1.1132 1.1132 1.1132 1.1166
S1 1.0993 1.0993 1.1193 1.1063
S2 1.0760 1.0760 1.1159
S3 1.0388 1.0621 1.1125
S4 1.0016 1.0249 1.1022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1270 1.0898 0.0372 3.3% 0.0137 1.2% 75% False False 213
10 1.1270 1.0898 0.0372 3.3% 0.0107 1.0% 75% False False 214
20 1.1270 1.0898 0.0372 3.3% 0.0075 0.7% 75% False False 126
40 1.1450 1.0865 0.0585 5.2% 0.0077 0.7% 54% False False 78
60 1.1450 1.0829 0.0621 5.6% 0.0064 0.6% 56% False False 59
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 0.0030
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1368
2.618 1.1300
1.618 1.1259
1.000 1.1233
0.618 1.1217
HIGH 1.1192
0.618 1.1176
0.500 1.1171
0.382 1.1166
LOW 1.1150
0.618 1.1124
1.000 1.1109
1.618 1.1083
2.618 1.1041
4.250 1.0974
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 1.1176 1.1206
PP 1.1173 1.1197
S1 1.1171 1.1187

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

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