CME Euro FX (E) Future March 2016

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	1.1196	1.1153	-0.0043	-0.4%	1.1002
High	1.1231	1.1165	-0.0066	-0.6%	1.1253
Low	1.1144	1.1109	-0.0035	-0.3%	1.0973
Close	1.1164	1.1125	-0.0039	-0.3%	1.1164
Range	0.0087	0.0056	-0.0031	-35.6%	0.0280
ATR	0.0104	0.0100	-0.0003	-3.3%	0.0000
Volume	246	186	-60	-24.4%	666

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1301	1.1269	1.1156
R3	1.1245	1.1213	1.1140
R2	1.1189	1.1189	1.1135
R1	1.1157	1.1157	1.1130	1.1145
PP	1.1133	1.1133	1.1133	1.1127
S1	1.1101	1.1101	1.1120	1.1089
S2	1.1077	1.1077	1.1115
S3	1.1021	1.1045	1.1110
S4	1.0965	1.0989	1.1094

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1970	1.1847	1.1318
R3	1.1690	1.1567	1.1241
R2	1.1410	1.1410	1.1215
R1	1.1287	1.1287	1.1190	1.1349
PP	1.1130	1.1130	1.1130	1.1161
S1	1.1007	1.1007	1.1138	1.1069
S2	1.0850	1.0850	1.1113
S3	1.0570	1.0727	1.1087
S4	1.0290	1.0447	1.1010

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1253	1.1008	0.0245	2.2%	0.0097	0.9%	48%	False	False	145
10	1.1253	1.0893	0.0360	3.2%	0.0093	0.8%	64%	False	False	134
20	1.1253	1.0860	0.0393	3.5%	0.0094	0.8%	67%	False	False	106
40	1.1443	1.0860	0.0583	5.2%	0.0092	0.8%	45%	False	False	76

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.1403
2.618	1.1312
1.618	1.1256
1.000	1.1221
0.618	1.1200
HIGH	1.1165
0.618	1.1144
0.500	1.1137
0.382	1.1130
LOW	1.1109
0.618	1.1074
1.000	1.1053
1.618	1.1018
2.618	1.0962
4.250	1.0871

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	1.1137	1.1170
PP	1.1133	1.1155
S1	1.1129	1.1140

Download as Excel Spreadsheet

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

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