CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 1.1162 1.1177 0.0015 0.1% 1.1229
High 1.1208 1.1259 0.0051 0.5% 1.1364
Low 1.1135 1.1169 0.0034 0.3% 1.1130
Close 1.1188 1.1225 0.0037 0.3% 1.1188
Range 0.0073 0.0090 0.0017 23.3% 0.0234
ATR 0.0129 0.0126 -0.0003 -2.2% 0.0000
Volume 307 159 -148 -48.2% 895
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1488 1.1446 1.1275
R3 1.1398 1.1356 1.1250
R2 1.1308 1.1308 1.1242
R1 1.1266 1.1266 1.1233 1.1287
PP 1.1218 1.1218 1.1218 1.1228
S1 1.1176 1.1176 1.1217 1.1197
S2 1.1128 1.1128 1.1209
S3 1.1038 1.1086 1.1200
S4 1.0948 1.0996 1.1176
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1929 1.1793 1.1317
R3 1.1695 1.1559 1.1252
R2 1.1461 1.1461 1.1231
R1 1.1325 1.1325 1.1209 1.1276
PP 1.1227 1.1227 1.1227 1.1203
S1 1.1091 1.1091 1.1167 1.1042
S2 1.0993 1.0993 1.1145
S3 1.0759 1.0857 1.1124
S4 1.0525 1.0623 1.1059
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% 0.0104 0.9% 41% False False 206
10 1.1630 1.1130 0.0500 4.5% 0.0135 1.2% 19% False False 170
20 1.1749 1.1008 0.0741 6.6% 0.0130 1.2% 29% False False 164
40 1.1749 1.0860 0.0889 7.9% 0.0110 1.0% 41% False False 122
60 1.1749 1.0860 0.0889 7.9% 0.0102 0.9% 41% False False 96
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1642
2.618 1.1495
1.618 1.1405
1.000 1.1349
0.618 1.1315
HIGH 1.1259
0.618 1.1225
0.500 1.1214
0.382 1.1203
LOW 1.1169
0.618 1.1113
1.000 1.1079
1.618 1.1023
2.618 1.0933
4.250 1.0787
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 1.1221 1.1221
PP 1.1218 1.1218
S1 1.1214 1.1214

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

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