CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 1.1231 1.1156 -0.0075 -0.7% 1.1387
High 1.1244 1.1250 0.0006 0.1% 1.1497
Low 1.1152 1.1141 -0.0011 -0.1% 1.1256
Close 1.1169 1.1244 0.0075 0.7% 1.1389
Range 0.0092 0.0109 0.0017 18.5% 0.0241
ATR 0.0123 0.0122 -0.0001 -0.8% 0.0000
Volume 228 400 172 75.4% 1,611
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1539 1.1500 1.1304
R3 1.1430 1.1391 1.1274
R2 1.1321 1.1321 1.1264
R1 1.1282 1.1282 1.1254 1.1302
PP 1.1212 1.1212 1.1212 1.1221
S1 1.1173 1.1173 1.1234 1.1193
S2 1.1103 1.1103 1.1224
S3 1.0994 1.1064 1.1214
S4 1.0885 1.0955 1.1184
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 1.1141 0.0356 3.2% 0.0137 1.2% 29% False True 381
10 1.1497 1.1141 0.0356 3.2% 0.0114 1.0% 29% False True 278
20 1.1597 1.1130 0.0467 4.2% 0.0119 1.1% 24% False False 228
40 1.1749 1.0893 0.0856 7.6% 0.0117 1.0% 41% False False 187
60 1.1749 1.0860 0.0889 7.9% 0.0107 1.0% 43% False False 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1713
2.618 1.1535
1.618 1.1426
1.000 1.1359
0.618 1.1317
HIGH 1.1250
0.618 1.1208
0.500 1.1196
0.382 1.1183
LOW 1.1141
0.618 1.1074
1.000 1.1032
1.618 1.0965
2.618 1.0856
4.250 1.0678
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 1.1228 1.1254
PP 1.1212 1.1250
S1 1.1196 1.1247

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

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