CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 1.1153 1.1018 -0.0135 -1.2% 1.0900
High 1.1153 1.1100 -0.0053 -0.5% 1.1123
Low 1.1010 1.1000 -0.0010 -0.1% 1.0900
Close 1.1015 1.1077 0.0062 0.6% 1.1089
Range 0.0143 0.0100 -0.0043 -30.1% 0.0223
ATR
Volume 42 29 -13 -31.0% 82
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1359 1.1318 1.1132
R3 1.1259 1.1218 1.1105
R2 1.1159 1.1159 1.1095
R1 1.1118 1.1118 1.1086 1.1139
PP 1.1059 1.1059 1.1059 1.1069
S1 1.1018 1.1018 1.1068 1.1039
S2 1.0959 1.0959 1.1059
S3 1.0859 1.0918 1.1050
S4 1.0759 1.0818 1.1022
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 1.1000 0.0153 1.4% 0.0083 0.7% 50% False True 23
10 1.1153 1.0746 0.0407 3.7% 0.0101 0.9% 81% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1525
2.618 1.1362
1.618 1.1262
1.000 1.1200
0.618 1.1162
HIGH 1.1100
0.618 1.1062
0.500 1.1050
0.382 1.1038
LOW 1.1000
0.618 1.0938
1.000 1.0900
1.618 1.0838
2.618 1.0738
4.250 1.0575
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 1.1068 1.1077
PP 1.1059 1.1077
S1 1.1050 1.1077

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

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