CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 1.1028 1.1130 0.0102 0.9% 1.1020
High 1.1127 1.1253 0.0126 1.1% 1.1036
Low 1.1008 1.1130 0.0122 1.1% 1.0893
Close 1.1074 1.1213 0.0139 1.3% 1.1016
Range 0.0119 0.0123 0.0004 3.4% 0.0143
ATR 0.0100 0.0105 0.0006 5.7% 0.0000
Volume 99 86 -13 -13.1% 646
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1568 1.1513 1.1281
R3 1.1445 1.1390 1.1247
R2 1.1322 1.1322 1.1236
R1 1.1267 1.1267 1.1224 1.1295
PP 1.1199 1.1199 1.1199 1.1212
S1 1.1144 1.1144 1.1202 1.1172
S2 1.1076 1.1076 1.1190
S3 1.0953 1.1021 1.1179
S4 1.0830 1.0898 1.1145
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1411 1.1356 1.1095
R3 1.1268 1.1213 1.1055
R2 1.1125 1.1125 1.1042
R1 1.1070 1.1070 1.1029 1.1026
PP 1.0982 1.0982 1.0982 1.0960
S1 1.0927 1.0927 1.1003 1.0883
S2 1.0839 1.0839 1.0990
S3 1.0696 1.0784 1.0977
S4 1.0553 1.0641 1.0937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1253 1.0908 0.0345 3.1% 0.0103 0.9% 88% True False 101
10 1.1253 1.0893 0.0360 3.2% 0.0102 0.9% 89% True False 122
20 1.1253 1.0860 0.0393 3.5% 0.0092 0.8% 90% True False 85
40 1.1475 1.0860 0.0615 5.5% 0.0092 0.8% 57% False False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1776
2.618 1.1575
1.618 1.1452
1.000 1.1376
0.618 1.1329
HIGH 1.1253
0.618 1.1206
0.500 1.1192
0.382 1.1177
LOW 1.1130
0.618 1.1054
1.000 1.1007
1.618 1.0931
2.618 1.0808
4.250 1.0607
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 1.1206 1.1180
PP 1.1199 1.1146
S1 1.1192 1.1113

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

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