CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 1.1565 1.1369 -0.0196 -1.7% 1.1153
High 1.1597 1.1400 -0.0197 -1.7% 1.1430
Low 1.1333 1.1248 -0.0085 -0.8% 1.1063
Close 1.1388 1.1304 -0.0084 -0.7% 1.1396
Range 0.0264 0.0152 -0.0112 -42.4% 0.0367
ATR 0.0140 0.0141 0.0001 0.6% 0.0000
Volume 267 145 -122 -45.7% 730
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1773 1.1691 1.1388
R3 1.1621 1.1539 1.1346
R2 1.1469 1.1469 1.1332
R1 1.1387 1.1387 1.1318 1.1352
PP 1.1317 1.1317 1.1317 1.1300
S1 1.1235 1.1235 1.1290 1.1200
S2 1.1165 1.1165 1.1276
S3 1.1013 1.1083 1.1262
S4 1.0861 1.0931 1.1220
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 1.1248 0.0501 4.4% 0.0213 1.9% 11% False True 203
10 1.1749 1.1063 0.0686 6.1% 0.0152 1.3% 35% False False 186
20 1.1749 1.0893 0.0856 7.6% 0.0127 1.1% 48% False False 151
40 1.1749 1.0860 0.0889 7.9% 0.0108 1.0% 50% False False 107
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2046
2.618 1.1798
1.618 1.1646
1.000 1.1552
0.618 1.1494
HIGH 1.1400
0.618 1.1342
0.500 1.1324
0.382 1.1306
LOW 1.1248
0.618 1.1154
1.000 1.1096
1.618 1.1002
2.618 1.0850
4.250 1.0602
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 1.1324 1.1439
PP 1.1317 1.1394
S1 1.1311 1.1349

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

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