CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 1.1080 1.1183 0.0103 0.9% 1.1002
High 1.1174 1.1283 0.0109 1.0% 1.1253
Low 1.1063 1.1152 0.0089 0.8% 1.0973
Close 1.1173 1.1240 0.0067 0.6% 1.1164
Range 0.0111 0.0131 0.0020 18.0% 0.0280
ATR 0.0099 0.0101 0.0002 2.3% 0.0000
Volume 101 122 21 20.8% 666
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.1618 1.1560 1.1312
R3 1.1487 1.1429 1.1276
R2 1.1356 1.1356 1.1264
R1 1.1298 1.1298 1.1252 1.1327
PP 1.1225 1.1225 1.1225 1.1240
S1 1.1167 1.1167 1.1228 1.1196
S2 1.1094 1.1094 1.1216
S3 1.0963 1.1036 1.1204
S4 1.0832 1.0905 1.1168
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 1.1283 1.1063 0.0220 2.0% 0.0090 0.8% 80% True False 170
10 1.1283 1.0908 0.0375 3.3% 0.0102 0.9% 89% True False 132
20 1.1283 1.0893 0.0390 3.5% 0.0095 0.8% 89% True False 119
40 1.1311 1.0860 0.0451 4.0% 0.0094 0.8% 84% False False 84
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 0.0020
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1840
2.618 1.1626
1.618 1.1495
1.000 1.1414
0.618 1.1364
HIGH 1.1283
0.618 1.1233
0.500 1.1218
0.382 1.1202
LOW 1.1152
0.618 1.1071
1.000 1.1021
1.618 1.0940
2.618 1.0809
4.250 1.0595
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 1.1233 1.1218
PP 1.1225 1.1195
S1 1.1218 1.1173

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

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