CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 1.1199 1.1230 0.0031 0.3% 1.1346
High 1.1248 1.1282 0.0034 0.3% 1.1366
Low 1.1154 1.1183 0.0029 0.3% 1.1141
Close 1.1225 1.1266 0.0041 0.4% 1.1225
Range 0.0094 0.0099 0.0005 5.3% 0.0225
ATR 0.0121 0.0119 -0.0002 -1.3% 0.0000
Volume 386 165 -221 -57.3% 1,719
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1541 1.1502 1.1320
R3 1.1442 1.1403 1.1293
R2 1.1343 1.1343 1.1284
R1 1.1304 1.1304 1.1275 1.1324
PP 1.1244 1.1244 1.1244 1.1253
S1 1.1205 1.1205 1.1257 1.1225
S2 1.1145 1.1145 1.1248
S3 1.1046 1.1106 1.1239
S4 1.0947 1.1007 1.1212
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1919 1.1797 1.1349
R3 1.1694 1.1572 1.1287
R2 1.1469 1.1469 1.1266
R1 1.1347 1.1347 1.1246 1.1296
PP 1.1244 1.1244 1.1244 1.1218
S1 1.1122 1.1122 1.1204 1.1071
S2 1.1019 1.1019 1.1184
S3 1.0794 1.0897 1.1163
S4 1.0569 1.0672 1.1101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1332 1.1141 0.0191 1.7% 0.0105 0.9% 65% False False 325
10 1.1497 1.1141 0.0356 3.2% 0.0118 1.0% 35% False False 337
20 1.1497 1.1130 0.0367 3.3% 0.0107 1.0% 37% False False 254
40 1.1749 1.0893 0.0856 7.6% 0.0116 1.0% 44% False False 202
60 1.1749 1.0860 0.0889 7.9% 0.0110 1.0% 46% False False 157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1703
2.618 1.1541
1.618 1.1442
1.000 1.1381
0.618 1.1343
HIGH 1.1282
0.618 1.1244
0.500 1.1233
0.382 1.1221
LOW 1.1183
0.618 1.1122
1.000 1.1084
1.618 1.1023
2.618 1.0924
4.250 1.0762
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 1.1255 1.1258
PP 1.1244 1.1251
S1 1.1233 1.1243

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

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