CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 1.1369 1.1303 -0.0066 -0.6% 1.1431
High 1.1400 1.1340 -0.0060 -0.5% 1.1749
Low 1.1248 1.1196 -0.0052 -0.5% 1.1196
Close 1.1304 1.1223 -0.0081 -0.7% 1.1223
Range 0.0152 0.0144 -0.0008 -5.3% 0.0553
ATR 0.0141 0.0141 0.0000 0.2% 0.0000
Volume 145 73 -72 -49.7% 966
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1685 1.1598 1.1302
R3 1.1541 1.1454 1.1263
R2 1.1397 1.1397 1.1249
R1 1.1310 1.1310 1.1236 1.1282
PP 1.1253 1.1253 1.1253 1.1239
S1 1.1166 1.1166 1.1210 1.1138
S2 1.1109 1.1109 1.1197
S3 1.0965 1.1022 1.1183
S4 1.0821 1.0878 1.1144
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.3048 1.2689 1.1527
R3 1.2495 1.2136 1.1375
R2 1.1942 1.1942 1.1324
R1 1.1583 1.1583 1.1274 1.1486
PP 1.1389 1.1389 1.1389 1.1341
S1 1.1030 1.1030 1.1172 1.0933
S2 1.0836 1.0836 1.1122
S3 1.0283 1.0477 1.1071
S4 0.9730 0.9924 1.0919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1749 1.1196 0.0553 4.9% 0.0214 1.9% 5% False True 193
10 1.1749 1.1063 0.0686 6.1% 0.0157 1.4% 23% False False 169
20 1.1749 1.0893 0.0856 7.6% 0.0125 1.1% 39% False False 150
40 1.1749 1.0860 0.0889 7.9% 0.0111 1.0% 41% False False 109
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 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1952
2.618 1.1717
1.618 1.1573
1.000 1.1484
0.618 1.1429
HIGH 1.1340
0.618 1.1285
0.500 1.1268
0.382 1.1251
LOW 1.1196
0.618 1.1107
1.000 1.1052
1.618 1.0963
2.618 1.0819
4.250 1.0584
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 1.1268 1.1397
PP 1.1253 1.1339
S1 1.1238 1.1281

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

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