CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 1.0950 1.0972 0.0022 0.2% 1.1050
High 1.0960 1.1022 0.0062 0.6% 1.1153
Low 1.0950 1.0972 0.0022 0.2% 1.0899
Close 1.0960 1.1022 0.0062 0.6% 1.0960
Range 0.0010 0.0050 0.0040 400.0% 0.0254
ATR 0.0106 0.0103 -0.0003 -3.0% 0.0000
Volume 1 9 8 800.0% 87
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1155 1.1139 1.1050
R3 1.1105 1.1089 1.1036
R2 1.1055 1.1055 1.1031
R1 1.1039 1.1039 1.1027 1.1047
PP 1.1005 1.1005 1.1005 1.1010
S1 1.0989 1.0989 1.1017 1.0997
S2 1.0955 1.0955 1.1013
S3 1.0905 1.0939 1.1008
S4 1.0855 1.0889 1.0995
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% 0.0073 0.7% 48% False False 18
10 1.1153 1.0899 0.0254 2.3% 0.0071 0.6% 48% False False 17
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1235
2.618 1.1153
1.618 1.1103
1.000 1.1072
0.618 1.1053
HIGH 1.1022
0.618 1.1003
0.500 1.0997
0.382 1.0991
LOW 1.0972
0.618 1.0941
1.000 1.0922
1.618 1.0891
2.618 1.0841
4.250 1.0760
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 1.1014 1.1002
PP 1.1005 1.0981
S1 1.0997 1.0961

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

View Archives - Comment on this page... - Back to Index of Symbols