CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 1.1203 1.1196 -0.0007 -0.1% 1.1002
High 1.1228 1.1231 0.0003 0.0% 1.1253
Low 1.1127 1.1144 0.0017 0.2% 1.0973
Close 1.1186 1.1164 -0.0022 -0.2% 1.1164
Range 0.0101 0.0087 -0.0014 -13.9% 0.0280
ATR 0.0105 0.0104 -0.0001 -1.2% 0.0000
Volume 112 246 134 119.6% 666
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1441 1.1389 1.1212
R3 1.1354 1.1302 1.1188
R2 1.1267 1.1267 1.1180
R1 1.1215 1.1215 1.1172 1.1198
PP 1.1180 1.1180 1.1180 1.1171
S1 1.1128 1.1128 1.1156 1.1111
S2 1.1093 1.1093 1.1148
S3 1.1006 1.1041 1.1140
S4 1.0919 1.0954 1.1116
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1970 1.1847 1.1318
R3 1.1690 1.1567 1.1241
R2 1.1410 1.1410 1.1215
R1 1.1287 1.1287 1.1190 1.1349
PP 1.1130 1.1130 1.1130 1.1161
S1 1.1007 1.1007 1.1138 1.1069
S2 1.0850 1.0850 1.1113
S3 1.0570 1.0727 1.1087
S4 1.0290 1.0447 1.1010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1253 1.0973 0.0280 2.5% 0.0108 1.0% 68% False False 133
10 1.1253 1.0893 0.0360 3.2% 0.0092 0.8% 75% False False 131
20 1.1253 1.0860 0.0393 3.5% 0.0094 0.8% 77% False False 99
40 1.1457 1.0860 0.0597 5.3% 0.0093 0.8% 51% False False 73
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1601
2.618 1.1459
1.618 1.1372
1.000 1.1318
0.618 1.1285
HIGH 1.1231
0.618 1.1198
0.500 1.1188
0.382 1.1177
LOW 1.1144
0.618 1.1090
1.000 1.1057
1.618 1.1003
2.618 1.0916
4.250 1.0774
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 1.1188 1.1190
PP 1.1180 1.1181
S1 1.1172 1.1173

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

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