CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 1.1232 1.1255 0.0023 0.2% 1.1229
High 1.1253 1.1332 0.0079 0.7% 1.1364
Low 1.1173 1.1220 0.0047 0.4% 1.1130
Close 1.1236 1.1324 0.0088 0.8% 1.1188
Range 0.0080 0.0112 0.0032 40.0% 0.0234
ATR 0.0123 0.0122 -0.0001 -0.6% 0.0000
Volume 252 201 -51 -20.2% 895
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1628 1.1588 1.1386
R3 1.1516 1.1476 1.1355
R2 1.1404 1.1404 1.1345
R1 1.1364 1.1364 1.1334 1.1384
PP 1.1292 1.1292 1.1292 1.1302
S1 1.1252 1.1252 1.1314 1.1272
S2 1.1180 1.1180 1.1303
S3 1.1068 1.1140 1.1293
S4 1.0956 1.1028 1.1262
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 1.1332 1.1130 0.0202 1.8% 0.0105 0.9% 96% True False 224
10 1.1400 1.1130 0.0270 2.4% 0.0109 1.0% 72% False False 172
20 1.1749 1.1063 0.0686 6.1% 0.0128 1.1% 38% False False 178
40 1.1749 1.0860 0.0889 7.9% 0.0110 1.0% 52% False False 131
60 1.1749 1.0860 0.0889 7.9% 0.0104 0.9% 52% False False 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0029
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1808
2.618 1.1625
1.618 1.1513
1.000 1.1444
0.618 1.1401
HIGH 1.1332
0.618 1.1289
0.500 1.1276
0.382 1.1263
LOW 1.1220
0.618 1.1151
1.000 1.1108
1.618 1.1039
2.618 1.0927
4.250 1.0744
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 1.1308 1.1300
PP 1.1292 1.1275
S1 1.1276 1.1251

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

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