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

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