CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 1.1153 1.1125 -0.0028 -0.3% 1.1002
High 1.1165 1.1130 -0.0035 -0.3% 1.1253
Low 1.1109 1.1063 -0.0046 -0.4% 1.0973
Close 1.1125 1.1063 -0.0062 -0.6% 1.1164
Range 0.0056 0.0067 0.0011 19.6% 0.0280
ATR 0.0100 0.0098 -0.0002 -2.4% 0.0000
Volume 186 199 13 7.0% 666
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1286 1.1242 1.1100
R3 1.1219 1.1175 1.1081
R2 1.1152 1.1152 1.1075
R1 1.1108 1.1108 1.1069 1.1097
PP 1.1085 1.1085 1.1085 1.1080
S1 1.1041 1.1041 1.1057 1.1030
S2 1.1018 1.1018 1.1051
S3 1.0951 1.0974 1.1045
S4 1.0884 1.0907 1.1026
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 1.1063 0.0190 1.7% 0.0087 0.8% 0% False True 165
10 1.1253 1.0893 0.0360 3.3% 0.0090 0.8% 47% False False 144
20 1.1253 1.0893 0.0360 3.3% 0.0090 0.8% 47% False False 114
40 1.1352 1.0860 0.0492 4.4% 0.0092 0.8% 41% False False 81
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 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1415
2.618 1.1305
1.618 1.1238
1.000 1.1197
0.618 1.1171
HIGH 1.1130
0.618 1.1104
0.500 1.1097
0.382 1.1089
LOW 1.1063
0.618 1.1022
1.000 1.0996
1.618 1.0955
2.618 1.0888
4.250 1.0778
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 1.1097 1.1147
PP 1.1085 1.1119
S1 1.1074 1.1091

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

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