CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 1.1156 1.1220 0.0064 0.6% 1.1387
High 1.1250 1.1332 0.0082 0.7% 1.1497
Low 1.1141 1.1203 0.0062 0.6% 1.1256
Close 1.1244 1.1256 0.0012 0.1% 1.1389
Range 0.0109 0.0129 0.0020 18.3% 0.0241
ATR 0.0122 0.0122 0.0001 0.4% 0.0000
Volume 400 450 50 12.5% 1,611
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 1.1651 1.1582 1.1327
R3 1.1522 1.1453 1.1291
R2 1.1393 1.1393 1.1280
R1 1.1324 1.1324 1.1268 1.1359
PP 1.1264 1.1264 1.1264 1.1281
S1 1.1195 1.1195 1.1244 1.1230
S2 1.1135 1.1135 1.1232
S3 1.1006 1.1066 1.1221
S4 1.0877 1.0937 1.1185
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% 0.0133 1.2% 32% False False 351
10 1.1497 1.1141 0.0356 3.2% 0.0116 1.0% 32% False False 303
20 1.1497 1.1130 0.0367 3.3% 0.0112 1.0% 34% False False 238
40 1.1749 1.0893 0.0856 7.6% 0.0118 1.1% 42% False False 195
60 1.1749 1.0860 0.0889 7.9% 0.0108 1.0% 45% False False 148
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1880
2.618 1.1670
1.618 1.1541
1.000 1.1461
0.618 1.1412
HIGH 1.1332
0.618 1.1283
0.500 1.1268
0.382 1.1252
LOW 1.1203
0.618 1.1123
1.000 1.1074
1.618 1.0994
2.618 1.0865
4.250 1.0655
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 1.1268 1.1250
PP 1.1264 1.1243
S1 1.1260 1.1237

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

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