CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 1.0959 1.0950 -0.0009 -0.1% 1.1050
High 1.0959 1.0960 0.0001 0.0% 1.1153
Low 1.0899 1.0950 0.0051 0.5% 1.0899
Close 1.0899 1.0960 0.0061 0.6% 1.0960
Range 0.0060 0.0010 -0.0050 -83.3% 0.0254
ATR 0.0000 0.0106 0.0106 0.0000
Volume 11 1 -10 -90.9% 87
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.0987 1.0983 1.0966
R3 1.0977 1.0973 1.0963
R2 1.0967 1.0967 1.0962
R1 1.0963 1.0963 1.0961 1.0965
PP 1.0957 1.0957 1.0957 1.0958
S1 1.0953 1.0953 1.0959 1.0955
S2 1.0947 1.0947 1.0958
S3 1.0937 1.0943 1.0957
S4 1.0927 1.0933 1.0955
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1766 1.1617 1.1100
R3 1.1512 1.1363 1.1030
R2 1.1258 1.1258 1.1007
R1 1.1109 1.1109 1.0983 1.1057
PP 1.1004 1.1004 1.1004 1.0978
S1 1.0855 1.0855 1.0937 1.0803
S2 1.0750 1.0750 1.0913
S3 1.0496 1.0601 1.0890
S4 1.0242 1.0347 1.0820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1153 1.0899 0.0254 2.3% 0.0072 0.7% 24% False False 17
10 1.1153 1.0899 0.0254 2.3% 0.0071 0.6% 24% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1003
2.618 1.0986
1.618 1.0976
1.000 1.0970
0.618 1.0966
HIGH 1.0960
0.618 1.0956
0.500 1.0955
0.382 1.0954
LOW 1.0950
0.618 1.0944
1.000 1.0940
1.618 1.0934
2.618 1.0924
4.250 1.0908
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 1.0958 1.1000
PP 1.0957 1.0986
S1 1.0955 1.0973

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

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