CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 1.1050 1.1153 0.0103 0.9% 1.0900
High 1.1096 1.1153 0.0057 0.5% 1.1123
Low 1.1050 1.1010 -0.0040 -0.4% 1.0900
Close 1.1096 1.1015 -0.0081 -0.7% 1.1089
Range 0.0046 0.0143 0.0097 210.9% 0.0223
ATR
Volume 4 42 38 950.0% 82
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1488 1.1395 1.1094
R3 1.1345 1.1252 1.1054
R2 1.1202 1.1202 1.1041
R1 1.1109 1.1109 1.1028 1.1084
PP 1.1059 1.1059 1.1059 1.1047
S1 1.0966 1.0966 1.1002 1.0941
S2 1.0916 1.0916 1.0989
S3 1.0773 1.0823 1.0976
S4 1.0630 1.0680 1.0936
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1706 1.1621 1.1212
R3 1.1483 1.1398 1.1150
R2 1.1260 1.1260 1.1130
R1 1.1175 1.1175 1.1109 1.1218
PP 1.1037 1.1037 1.1037 1.1059
S1 1.0952 1.0952 1.1069 1.0995
S2 1.0814 1.0814 1.1048
S3 1.0591 1.0729 1.1028
S4 1.0368 1.0506 1.0966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1153 1.0998 0.0155 1.4% 0.0088 0.8% 11% True False 24
10 1.1153 1.0688 0.0465 4.2% 0.0096 0.9% 70% True False 32
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 0.0000
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1761
2.618 1.1527
1.618 1.1384
1.000 1.1296
0.618 1.1241
HIGH 1.1153
0.618 1.1098
0.500 1.1082
0.382 1.1065
LOW 1.1010
0.618 1.0922
1.000 1.0867
1.618 1.0779
2.618 1.0636
4.250 1.0402
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 1.1082 1.1082
PP 1.1059 1.1059
S1 1.1037 1.1037

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

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