CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 1.1046 1.1070 0.0024 0.2% 1.0972
High 1.1046 1.1080 0.0034 0.3% 1.1066
Low 1.1046 1.1069 0.0023 0.2% 1.0972
Close 1.1046 1.1069 0.0023 0.2% 1.1046
Range 0.0000 0.0011 0.0011 0.0094
ATR 0.0092 0.0088 -0.0004 -4.5% 0.0000
Volume 0 6 6 22
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1106 1.1098 1.1075
R3 1.1095 1.1087 1.1072
R2 1.1084 1.1084 1.1071
R1 1.1076 1.1076 1.1070 1.1075
PP 1.1073 1.1073 1.1073 1.1072
S1 1.1065 1.1065 1.1068 1.1064
S2 1.1062 1.1062 1.1067
S3 1.1051 1.1054 1.1066
S4 1.1040 1.1043 1.1063
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1310 1.1272 1.1098
R3 1.1216 1.1178 1.1072
R2 1.1122 1.1122 1.1063
R1 1.1084 1.1084 1.1055 1.1103
PP 1.1028 1.1028 1.1028 1.1038
S1 1.0990 1.0990 1.1037 1.1009
S2 1.0934 1.0934 1.1029
S3 1.0840 1.0896 1.1020
S4 1.0746 1.0802 1.0994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1080 1.0972 0.0108 1.0% 0.0028 0.3% 90% True False 5
10 1.1153 1.0899 0.0254 2.3% 0.0050 0.5% 67% False False 11
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 1.1127
2.618 1.1109
1.618 1.1098
1.000 1.1091
0.618 1.1087
HIGH 1.1080
0.618 1.1076
0.500 1.1075
0.382 1.1073
LOW 1.1069
0.618 1.1062
1.000 1.1058
1.618 1.1051
2.618 1.1040
4.250 1.1022
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 1.1075 1.1058
PP 1.1073 1.1047
S1 1.1071 1.1036

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

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