CME Euro FX (E) Future September 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 1.1219 1.1206 -0.0013 -0.1% 1.1409
High 1.1241 1.1206 -0.0035 -0.3% 1.1414
Low 1.1191 1.1099 -0.0092 -0.8% 1.1212
Close 1.1210 1.1105 -0.0105 -0.9% 1.1226
Range 0.0050 0.0107 0.0057 114.0% 0.0202
ATR 0.0093 0.0094 0.0001 1.4% 0.0000
Volume 134 87 -47 -35.1% 510
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 1.1458 1.1388 1.1164
R3 1.1351 1.1281 1.1134
R2 1.1244 1.1244 1.1125
R1 1.1174 1.1174 1.1115 1.1156
PP 1.1137 1.1137 1.1137 1.1127
S1 1.1067 1.1067 1.1095 1.1049
S2 1.1030 1.1030 1.1085
S3 1.0923 1.0960 1.1076
S4 1.0816 1.0853 1.1046
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 1.1890 1.1760 1.1337
R3 1.1688 1.1558 1.1282
R2 1.1486 1.1486 1.1263
R1 1.1356 1.1356 1.1245 1.1320
PP 1.1284 1.1284 1.1284 1.1266
S1 1.1154 1.1154 1.1207 1.1118
S2 1.1082 1.1082 1.1189
S3 1.0880 1.0952 1.1170
S4 1.0678 1.0750 1.1115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1407 1.1099 0.0308 2.8% 0.0094 0.8% 2% False True 134
10 1.1480 1.1099 0.0381 3.4% 0.0086 0.8% 2% False True 96
20 1.1520 1.1099 0.0421 3.8% 0.0089 0.8% 1% False True 87
40 1.2000 1.1099 0.0901 8.1% 0.0100 0.9% 1% False True 105
60 1.2564 1.1099 0.1465 13.2% 0.0082 0.7% 0% False True 75
80 1.2610 1.1099 0.1511 13.6% 0.0072 0.7% 0% False True 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1661
2.618 1.1486
1.618 1.1379
1.000 1.1313
0.618 1.1272
HIGH 1.1206
0.618 1.1165
0.500 1.1153
0.382 1.1140
LOW 1.1099
0.618 1.1033
1.000 1.0992
1.618 1.0926
2.618 1.0819
4.250 1.0644
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 1.1153 1.1184
PP 1.1137 1.1158
S1 1.1121 1.1131

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

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