CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 1.1040 1.0865 -0.0175 -1.6% 1.0974
High 1.1040 1.0961 -0.0079 -0.7% 1.1035
Low 1.0966 1.0865 -0.0101 -0.9% 1.0914
Close 1.0975 1.0961 -0.0015 -0.1% 1.0994
Range 0.0074 0.0096 0.0022 29.9% 0.0122
ATR 0.0070 0.0073 0.0003 4.1% 0.0000
Volume 35 39 4 11.4% 295
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1215 1.1183 1.1013
R3 1.1120 1.1088 1.0987
R2 1.1024 1.1024 1.0978
R1 1.0992 1.0992 1.0969 1.1008
PP 1.0929 1.0929 1.0929 1.0937
S1 1.0897 1.0897 1.0952 1.0913
S2 1.0833 1.0833 1.0943
S3 1.0738 1.0801 1.0934
S4 1.0642 1.0706 1.0908
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1345 1.1291 1.1060
R3 1.1224 1.1169 1.1027
R2 1.1102 1.1102 1.1016
R1 1.1048 1.1048 1.1005 1.1075
PP 1.0981 1.0981 1.0981 1.0994
S1 1.0926 1.0926 1.0982 1.0954
S2 1.0859 1.0859 1.0971
S3 1.0738 1.0805 1.0960
S4 1.0616 1.0683 1.0927
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0865 0.0175 1.6% 0.0061 0.6% 55% False True 61
10 1.1040 1.0865 0.0175 1.6% 0.0046 0.4% 55% False True 41
20 1.1080 1.0829 0.0251 2.3% 0.0043 0.4% 52% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1366
2.618 1.1211
1.618 1.1115
1.000 1.1056
0.618 1.1020
HIGH 1.0961
0.618 1.0924
0.500 1.0913
0.382 1.0901
LOW 1.0865
0.618 1.0806
1.000 1.0770
1.618 1.0710
2.618 1.0615
4.250 1.0459
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 1.0945 1.0958
PP 1.0929 1.0955
S1 1.0913 1.0952

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

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