CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 1.1303 1.1229 -0.0074 -0.7% 1.1431
High 1.1340 1.1298 -0.0042 -0.4% 1.1749
Low 1.1196 1.1218 0.0022 0.2% 1.1196
Close 1.1223 1.1277 0.0054 0.5% 1.1223
Range 0.0144 0.0080 -0.0064 -44.4% 0.0553
ATR 0.0141 0.0137 -0.0004 -3.1% 0.0000
Volume 73 23 -50 -68.5% 966
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1504 1.1471 1.1321
R3 1.1424 1.1391 1.1299
R2 1.1344 1.1344 1.1292
R1 1.1311 1.1311 1.1284 1.1328
PP 1.1264 1.1264 1.1264 1.1273
S1 1.1231 1.1231 1.1270 1.1248
S2 1.1184 1.1184 1.1262
S3 1.1104 1.1151 1.1255
S4 1.1024 1.1071 1.1233
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 1.1630 1.1196 0.0434 3.8% 0.0166 1.5% 19% False False 134
10 1.1749 1.1063 0.0686 6.1% 0.0160 1.4% 31% False False 153
20 1.1749 1.0893 0.0856 7.6% 0.0126 1.1% 45% False False 144
40 1.1749 1.0860 0.0889 7.9% 0.0110 1.0% 47% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1638
2.618 1.1507
1.618 1.1427
1.000 1.1378
0.618 1.1347
HIGH 1.1298
0.618 1.1267
0.500 1.1258
0.382 1.1249
LOW 1.1218
0.618 1.1169
1.000 1.1138
1.618 1.1089
2.618 1.1009
4.250 1.0878
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 1.1271 1.1298
PP 1.1264 1.1291
S1 1.1258 1.1284

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

View Archives - Comment on this page... - Back to Index of Symbols