CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 1.1125 1.1080 -0.0045 -0.4% 1.1002
High 1.1130 1.1174 0.0044 0.4% 1.1253
Low 1.1063 1.1063 0.0000 0.0% 1.0973
Close 1.1063 1.1173 0.0110 1.0% 1.1164
Range 0.0067 0.0111 0.0044 65.7% 0.0280
ATR 0.0098 0.0099 0.0001 1.0% 0.0000
Volume 199 101 -98 -49.2% 666
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1470 1.1432 1.1234
R3 1.1359 1.1321 1.1204
R2 1.1248 1.1248 1.1193
R1 1.1210 1.1210 1.1183 1.1229
PP 1.1137 1.1137 1.1137 1.1146
S1 1.1099 1.1099 1.1163 1.1118
S2 1.1026 1.1026 1.1153
S3 1.0915 1.0988 1.1142
S4 1.0804 1.0877 1.1112
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 1.1231 1.1063 0.0168 1.5% 0.0084 0.8% 65% False True 168
10 1.1253 1.0908 0.0345 3.1% 0.0094 0.8% 77% False False 134
20 1.1253 1.0893 0.0360 3.2% 0.0091 0.8% 78% False False 117
40 1.1311 1.0860 0.0451 4.0% 0.0091 0.8% 69% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1646
2.618 1.1465
1.618 1.1354
1.000 1.1285
0.618 1.1243
HIGH 1.1174
0.618 1.1132
0.500 1.1119
0.382 1.1105
LOW 1.1063
0.618 1.0994
1.000 1.0952
1.618 1.0883
2.618 1.0772
4.250 1.0591
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 1.1155 1.1155
PP 1.1137 1.1137
S1 1.1119 1.1119

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

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