CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 1.1017 1.1046 0.0029 0.3% 1.1050
High 1.1017 1.1046 0.0029 0.3% 1.1153
Low 1.0992 1.1046 0.0054 0.5% 1.0899
Close 1.1006 1.1046 0.0040 0.4% 1.0960
Range 0.0025 0.0000 -0.0025 -100.0% 0.0254
ATR 0.0096 0.0092 -0.0004 -4.2% 0.0000
Volume 8 0 -8 -100.0% 87
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1046 1.1046 1.1046
R3 1.1046 1.1046 1.1046
R2 1.1046 1.1046 1.1046
R1 1.1046 1.1046 1.1046 1.1046
PP 1.1046 1.1046 1.1046 1.1046
S1 1.1046 1.1046 1.1046 1.1046
S2 1.1046 1.1046 1.1046
S3 1.1046 1.1046 1.1046
S4 1.1046 1.1046 1.1046
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 1.1066 1.0950 0.0116 1.1% 0.0028 0.3% 83% False False 4
10 1.1153 1.0899 0.0254 2.3% 0.0054 0.5% 58% False False 11
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 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1046
2.618 1.1046
1.618 1.1046
1.000 1.1046
0.618 1.1046
HIGH 1.1046
0.618 1.1046
0.500 1.1046
0.382 1.1046
LOW 1.1046
0.618 1.1046
1.000 1.1046
1.618 1.1046
2.618 1.1046
4.250 1.1046
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 1.1046 1.1040
PP 1.1046 1.1035
S1 1.1046 1.1029

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

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