CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 1.1177 1.1232 0.0055 0.5% 1.1229
High 1.1259 1.1253 -0.0006 -0.1% 1.1364
Low 1.1169 1.1173 0.0004 0.0% 1.1130
Close 1.1225 1.1236 0.0011 0.1% 1.1188
Range 0.0090 0.0080 -0.0010 -11.1% 0.0234
ATR 0.0126 0.0123 -0.0003 -2.6% 0.0000
Volume 159 252 93 58.5% 895
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1461 1.1428 1.1280
R3 1.1381 1.1348 1.1258
R2 1.1301 1.1301 1.1251
R1 1.1268 1.1268 1.1243 1.1285
PP 1.1221 1.1221 1.1221 1.1229
S1 1.1188 1.1188 1.1229 1.1205
S2 1.1141 1.1141 1.1221
S3 1.1061 1.1108 1.1214
S4 1.0981 1.1028 1.1192
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1929 1.1793 1.1317
R3 1.1695 1.1559 1.1252
R2 1.1461 1.1461 1.1231
R1 1.1325 1.1325 1.1209 1.1276
PP 1.1227 1.1227 1.1227 1.1203
S1 1.1091 1.1091 1.1167 1.1042
S2 1.0993 1.0993 1.1145
S3 1.0759 1.0857 1.1124
S4 1.0525 1.0623 1.1059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1343 1.1130 0.0213 1.9% 0.0098 0.9% 50% False False 244
10 1.1597 1.1130 0.0467 4.2% 0.0124 1.1% 23% False False 179
20 1.1749 1.1063 0.0686 6.1% 0.0128 1.1% 25% False False 172
40 1.1749 1.0860 0.0889 7.9% 0.0110 1.0% 42% False False 127
60 1.1749 1.0860 0.0889 7.9% 0.0102 0.9% 42% False False 100
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1593
2.618 1.1462
1.618 1.1382
1.000 1.1333
0.618 1.1302
HIGH 1.1253
0.618 1.1222
0.500 1.1213
0.382 1.1204
LOW 1.1173
0.618 1.1124
1.000 1.1093
1.618 1.1044
2.618 1.0964
4.250 1.0833
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 1.1228 1.1223
PP 1.1221 1.1210
S1 1.1213 1.1197

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

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