CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 1.0944 1.0914 -0.0030 -0.3% 1.0961
High 1.0944 1.0966 0.0022 0.2% 1.1024
Low 1.0944 1.0914 -0.0030 -0.3% 1.0829
Close 1.0944 1.0966 0.0022 0.2% 1.0992
Range 0.0000 0.0052 0.0052 0.0195
ATR 0.0074 0.0072 -0.0002 -2.1% 0.0000
Volume 20 31 11 55.0% 52
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1104 1.1087 1.0994
R3 1.1052 1.1035 1.0980
R2 1.1000 1.1000 1.0975
R1 1.0983 1.0983 1.0970 1.0992
PP 1.0948 1.0948 1.0948 1.0953
S1 1.0931 1.0931 1.0961 1.0940
S2 1.0896 1.0896 1.0956
S3 1.0844 1.0879 1.0951
S4 1.0792 1.0827 1.0937
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 1.0914 0.0111 1.0% 0.0032 0.3% 47% False True 21
10 1.1024 1.0829 0.0195 1.8% 0.0047 0.4% 70% False False 13
20 1.1153 1.0829 0.0324 3.0% 0.0046 0.4% 42% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1187
2.618 1.1102
1.618 1.1050
1.000 1.1018
0.618 1.0998
HIGH 1.0966
0.618 1.0946
0.500 1.0940
0.382 1.0933
LOW 1.0914
0.618 1.0881
1.000 1.0862
1.618 1.0829
2.618 1.0777
4.250 1.0693
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 1.0957 1.0958
PP 1.0948 1.0951
S1 1.0940 1.0944

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

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