CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 1.1351 1.1448 0.0097 0.9% 1.1387
High 1.1477 1.1497 0.0020 0.2% 1.1497
Low 1.1326 1.1307 -0.0019 -0.2% 1.1256
Close 1.1435 1.1389 -0.0046 -0.4% 1.1389
Range 0.0151 0.0190 0.0039 25.8% 0.0241
ATR 0.0116 0.0122 0.0005 4.5% 0.0000
Volume 601 423 -178 -29.6% 1,611
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1968 1.1868 1.1494
R3 1.1778 1.1678 1.1441
R2 1.1588 1.1588 1.1424
R1 1.1488 1.1488 1.1406 1.1443
PP 1.1398 1.1398 1.1398 1.1375
S1 1.1298 1.1298 1.1372 1.1253
S2 1.1208 1.1208 1.1354
S3 1.1018 1.1108 1.1337
S4 1.0828 1.0918 1.1285
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.2104 1.1987 1.1522
R3 1.1863 1.1746 1.1455
R2 1.1622 1.1622 1.1433
R1 1.1505 1.1505 1.1411 1.1564
PP 1.1381 1.1381 1.1381 1.1410
S1 1.1264 1.1264 1.1367 1.1323
S2 1.1140 1.1140 1.1345
S3 1.0899 1.1023 1.1323
S4 1.0658 1.0782 1.1256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1497 1.1256 0.0241 2.1% 0.0118 1.0% 55% True False 322
10 1.1497 1.1135 0.0362 3.2% 0.0104 0.9% 70% True False 262
20 1.1749 1.1130 0.0619 5.4% 0.0134 1.2% 42% False False 214
40 1.1749 1.0893 0.0856 7.5% 0.0114 1.0% 58% False False 167
60 1.1749 1.0860 0.0889 7.8% 0.0107 0.9% 60% False False 128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2305
2.618 1.1994
1.618 1.1804
1.000 1.1687
0.618 1.1614
HIGH 1.1497
0.618 1.1424
0.500 1.1402
0.382 1.1380
LOW 1.1307
0.618 1.1190
1.000 1.1117
1.618 1.1000
2.618 1.0810
4.250 1.0500
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 1.1402 1.1385
PP 1.1398 1.1381
S1 1.1393 1.1377

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

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