CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 1.1315 1.1303 -0.0012 -0.1% 1.1431
High 1.1364 1.1343 -0.0021 -0.2% 1.1749
Low 1.1256 1.1262 0.0006 0.1% 1.1196
Close 1.1334 1.1279 -0.0055 -0.5% 1.1223
Range 0.0108 0.0081 -0.0027 -25.0% 0.0553
ATR 0.0135 0.0131 -0.0004 -2.8% 0.0000
Volume 61 302 241 395.1% 966
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1538 1.1489 1.1324
R3 1.1457 1.1408 1.1301
R2 1.1376 1.1376 1.1294
R1 1.1327 1.1327 1.1286 1.1311
PP 1.1295 1.1295 1.1295 1.1287
S1 1.1246 1.1246 1.1272 1.1230
S2 1.1214 1.1214 1.1264
S3 1.1133 1.1165 1.1257
S4 1.1052 1.1084 1.1234
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 1.3048 1.2689 1.1527
R3 1.2495 1.2136 1.1375
R2 1.1942 1.1942 1.1324
R1 1.1583 1.1583 1.1274 1.1486
PP 1.1389 1.1389 1.1389 1.1341
S1 1.1030 1.1030 1.1172 1.0933
S2 1.0836 1.0836 1.1122
S3 1.0283 1.0477 1.1071
S4 0.9730 0.9924 1.0919
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1400 1.1196 0.0204 1.8% 0.0113 1.0% 41% False False 120
10 1.1749 1.1152 0.0597 5.3% 0.0161 1.4% 21% False False 159
20 1.1749 1.0908 0.0841 7.5% 0.0127 1.1% 44% False False 147
40 1.1749 1.0860 0.0889 7.9% 0.0110 1.0% 47% False False 113
60 1.1749 1.0860 0.0889 7.9% 0.0099 0.9% 47% False False 85
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1687
2.618 1.1555
1.618 1.1474
1.000 1.1424
0.618 1.1393
HIGH 1.1343
0.618 1.1312
0.500 1.1303
0.382 1.1293
LOW 1.1262
0.618 1.1212
1.000 1.1181
1.618 1.1131
2.618 1.1050
4.250 1.0918
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 1.1303 1.1291
PP 1.1295 1.1287
S1 1.1287 1.1283

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

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