CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 1.1335 1.1387 0.0052 0.5% 1.1177
High 1.1387 1.1403 0.0016 0.1% 1.1387
Low 1.1296 1.1325 0.0029 0.3% 1.1169
Close 1.1375 1.1354 -0.0021 -0.2% 1.1375
Range 0.0091 0.0078 -0.0013 -14.3% 0.0218
ATR 0.0120 0.0117 -0.0003 -2.5% 0.0000
Volume 93 116 23 24.7% 705
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1595 1.1552 1.1397
R3 1.1517 1.1474 1.1375
R2 1.1439 1.1439 1.1368
R1 1.1396 1.1396 1.1361 1.1379
PP 1.1361 1.1361 1.1361 1.1352
S1 1.1318 1.1318 1.1347 1.1301
S2 1.1283 1.1283 1.1340
S3 1.1205 1.1240 1.1333
S4 1.1127 1.1162 1.1311
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1964 1.1888 1.1495
R3 1.1746 1.1670 1.1435
R2 1.1528 1.1528 1.1415
R1 1.1452 1.1452 1.1395 1.1490
PP 1.1310 1.1310 1.1310 1.1330
S1 1.1234 1.1234 1.1355 1.1272
S2 1.1092 1.1092 1.1335
S3 1.0874 1.1016 1.1315
S4 1.0656 1.0798 1.1255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1403 1.1169 0.0234 2.1% 0.0090 0.8% 79% True False 164
10 1.1403 1.1130 0.0273 2.4% 0.0096 0.8% 82% True False 171
20 1.1749 1.1063 0.0686 6.0% 0.0127 1.1% 42% False False 170
40 1.1749 1.0860 0.0889 7.8% 0.0110 1.0% 56% False False 135
60 1.1749 1.0860 0.0889 7.8% 0.0104 0.9% 56% False False 105
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1735
2.618 1.1607
1.618 1.1529
1.000 1.1481
0.618 1.1451
HIGH 1.1403
0.618 1.1373
0.500 1.1364
0.382 1.1355
LOW 1.1325
0.618 1.1277
1.000 1.1247
1.618 1.1199
2.618 1.1121
4.250 1.0994
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 1.1364 1.1340
PP 1.1361 1.1326
S1 1.1357 1.1312

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

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