CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 1.1431 1.1630 0.0199 1.7% 1.1153
High 1.1749 1.1630 -0.0119 -1.0% 1.1430
Low 1.1431 1.1438 0.0007 0.1% 1.1063
Close 1.1640 1.1466 -0.0174 -1.5% 1.1396
Range 0.0318 0.0192 -0.0126 -39.6% 0.0367
ATR 0.0125 0.0130 0.0006 4.4% 0.0000
Volume 319 162 -157 -49.2% 730
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.2087 1.1969 1.1572
R3 1.1895 1.1777 1.1519
R2 1.1703 1.1703 1.1501
R1 1.1585 1.1585 1.1484 1.1548
PP 1.1511 1.1511 1.1511 1.1493
S1 1.1393 1.1393 1.1448 1.1356
S2 1.1319 1.1319 1.1431
S3 1.1127 1.1201 1.1413
S4 1.0935 1.1009 1.1360
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.2397 1.2264 1.1598
R3 1.2030 1.1897 1.1497
R2 1.1663 1.1663 1.1463
R1 1.1530 1.1530 1.1430 1.1597
PP 1.1296 1.1296 1.1296 1.1330
S1 1.1163 1.1163 1.1362 1.1230
S2 1.0929 1.0929 1.1329
S3 1.0562 1.0796 1.1295
S4 1.0195 1.0429 1.1194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1749 1.1063 0.0686 6.0% 0.0178 1.6% 59% False False 165
10 1.1749 1.1063 0.0686 6.0% 0.0133 1.2% 59% False False 165
20 1.1749 1.0893 0.0856 7.5% 0.0116 1.0% 67% False False 145
40 1.1749 1.0860 0.0889 7.8% 0.0101 0.9% 68% False False 97
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2446
2.618 1.2133
1.618 1.1941
1.000 1.1822
0.618 1.1749
HIGH 1.1630
0.618 1.1557
0.500 1.1534
0.382 1.1511
LOW 1.1438
0.618 1.1319
1.000 1.1246
1.618 1.1127
2.618 1.0935
4.250 1.0622
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 1.1534 1.1520
PP 1.1511 1.1502
S1 1.1489 1.1484

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

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