CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 1.1130 1.1203 0.0073 0.7% 1.1020
High 1.1253 1.1228 -0.0025 -0.2% 1.1036
Low 1.1130 1.1127 -0.0003 0.0% 1.0893
Close 1.1213 1.1186 -0.0027 -0.2% 1.1016
Range 0.0123 0.0101 -0.0022 -17.9% 0.0143
ATR 0.0105 0.0105 0.0000 -0.3% 0.0000
Volume 86 112 26 30.2% 646
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1483 1.1436 1.1242
R3 1.1382 1.1335 1.1214
R2 1.1281 1.1281 1.1205
R1 1.1234 1.1234 1.1195 1.1207
PP 1.1180 1.1180 1.1180 1.1167
S1 1.1133 1.1133 1.1177 1.1106
S2 1.1079 1.1079 1.1167
S3 1.0978 1.1032 1.1158
S4 1.0877 1.0931 1.1130
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% 0.0113 1.0% 81% False False 95
10 1.1253 1.0893 0.0360 3.2% 0.0102 0.9% 81% False False 115
20 1.1253 1.0860 0.0393 3.5% 0.0093 0.8% 83% False False 87
40 1.1475 1.0860 0.0615 5.5% 0.0092 0.8% 53% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1657
2.618 1.1492
1.618 1.1391
1.000 1.1329
0.618 1.1290
HIGH 1.1228
0.618 1.1189
0.500 1.1178
0.382 1.1166
LOW 1.1127
0.618 1.1065
1.000 1.1026
1.618 1.0964
2.618 1.0863
4.250 1.0698
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 1.1183 1.1168
PP 1.1180 1.1149
S1 1.1178 1.1131

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

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