CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 1.0974 1.0944 -0.0030 -0.3% 1.0961
High 1.0974 1.0944 -0.0030 -0.3% 1.1024
Low 1.0961 1.0944 -0.0018 -0.2% 1.0829
Close 1.0961 1.0944 -0.0018 -0.2% 1.0992
Range 0.0013 0.0000 -0.0013 -100.0% 0.0195
ATR 0.0078 0.0074 -0.0004 -5.5% 0.0000
Volume 27 20 -7 -25.9% 52
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0944 1.0944 1.0944
R3 1.0944 1.0944 1.0944
R2 1.0944 1.0944 1.0944
R1 1.0944 1.0944 1.0944 1.0944
PP 1.0944 1.0944 1.0944 1.0944
S1 1.0944 1.0944 1.0944 1.0944
S2 1.0944 1.0944 1.0944
S3 1.0944 1.0944 1.0944
S4 1.0944 1.0944 1.0944
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1533 1.1458 1.1099
R3 1.1338 1.1263 1.1046
R2 1.1143 1.1143 1.1028
R1 1.1068 1.1068 1.1010 1.1106
PP 1.0948 1.0948 1.0948 1.0967
S1 1.0873 1.0873 1.0974 1.0911
S2 1.0753 1.0753 1.0956
S3 1.0558 1.0678 1.0938
S4 1.0363 1.0483 1.0885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1024 1.0829 0.0195 1.8% 0.0031 0.3% 59% False False 15
10 1.1032 1.0829 0.0203 1.9% 0.0042 0.4% 56% False False 10
20 1.1153 1.0829 0.0324 3.0% 0.0046 0.4% 35% 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 0.0005
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0944
2.618 1.0944
1.618 1.0944
1.000 1.0944
0.618 1.0944
HIGH 1.0944
0.618 1.0944
0.500 1.0944
0.382 1.0944
LOW 1.0944
0.618 1.0944
1.000 1.0944
1.618 1.0944
2.618 1.0944
4.250 1.0944
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 1.0944 1.0968
PP 1.0944 1.0960
S1 1.0944 1.0952

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

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