CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 1.1002 1.1028 0.0026 0.2% 1.1020
High 1.1081 1.1127 0.0046 0.4% 1.1036
Low 1.0973 1.1008 0.0035 0.3% 1.0893
Close 1.1064 1.1074 0.0010 0.1% 1.1016
Range 0.0108 0.0119 0.0011 10.2% 0.0143
ATR 0.0098 0.0100 0.0001 1.5% 0.0000
Volume 123 99 -24 -19.5% 646
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1427 1.1369 1.1139
R3 1.1308 1.1250 1.1107
R2 1.1189 1.1189 1.1096
R1 1.1131 1.1131 1.1085 1.1160
PP 1.1070 1.1070 1.1070 1.1084
S1 1.1012 1.1012 1.1063 1.1041
S2 1.0951 1.0951 1.1052
S3 1.0832 1.0893 1.1041
S4 1.0713 1.0774 1.1009
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1411 1.1356 1.1095
R3 1.1268 1.1213 1.1055
R2 1.1125 1.1125 1.1042
R1 1.1070 1.1070 1.1029 1.1026
PP 1.0982 1.0982 1.0982 1.0960
S1 1.0927 1.0927 1.1003 1.0883
S2 1.0839 1.0839 1.0990
S3 1.0696 1.0784 1.0977
S4 1.0553 1.0641 1.0937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1127 1.0893 0.0234 2.1% 0.0092 0.8% 77% True False 123
10 1.1154 1.0893 0.0261 2.4% 0.0099 0.9% 69% False False 125
20 1.1163 1.0860 0.0303 2.7% 0.0092 0.8% 71% False False 81
40 1.1475 1.0860 0.0615 5.6% 0.0089 0.8% 35% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1633
2.618 1.1439
1.618 1.1320
1.000 1.1246
0.618 1.1201
HIGH 1.1127
0.618 1.1082
0.500 1.1068
0.382 1.1053
LOW 1.1008
0.618 1.0934
1.000 1.0889
1.618 1.0815
2.618 1.0696
4.250 1.0502
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 1.1072 1.1055
PP 1.1070 1.1036
S1 1.1068 1.1018

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

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