CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 1.1303 1.1270 -0.0033 -0.3% 1.1431
High 1.1343 1.1298 -0.0045 -0.4% 1.1749
Low 1.1262 1.1130 -0.0132 -1.2% 1.1196
Close 1.1279 1.1155 -0.0124 -1.1% 1.1223
Range 0.0081 0.0168 0.0087 107.4% 0.0553
ATR 0.0131 0.0133 0.0003 2.0% 0.0000
Volume 302 202 -100 -33.1% 966
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1698 1.1595 1.1247
R3 1.1530 1.1427 1.1201
R2 1.1362 1.1362 1.1186
R1 1.1259 1.1259 1.1170 1.1227
PP 1.1194 1.1194 1.1194 1.1178
S1 1.1091 1.1091 1.1140 1.1059
S2 1.1026 1.1026 1.1124
S3 1.0858 1.0923 1.1109
S4 1.0690 1.0755 1.1063
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 1.1364 1.1130 0.0234 2.1% 0.0116 1.0% 11% False True 132
10 1.1749 1.1130 0.0619 5.5% 0.0165 1.5% 4% False True 167
20 1.1749 1.0908 0.0841 7.5% 0.0133 1.2% 29% False False 150
40 1.1749 1.0860 0.0889 8.0% 0.0113 1.0% 33% False False 117
60 1.1749 1.0860 0.0889 8.0% 0.0101 0.9% 33% False False 88
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2012
2.618 1.1738
1.618 1.1570
1.000 1.1466
0.618 1.1402
HIGH 1.1298
0.618 1.1234
0.500 1.1214
0.382 1.1194
LOW 1.1130
0.618 1.1026
1.000 1.0962
1.618 1.0858
2.618 1.0690
4.250 1.0416
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 1.1214 1.1247
PP 1.1194 1.1216
S1 1.1175 1.1186

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

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