CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 1.0865 1.0900 0.0035 0.3% 1.0967
High 1.0961 1.0901 -0.0060 -0.5% 1.1040
Low 1.0865 1.0875 0.0010 0.1% 1.0865
Close 1.0961 1.0875 -0.0086 -0.8% 1.0875
Range 0.0096 0.0026 -0.0070 -72.8% 0.0175
ATR 0.0073 0.0074 0.0001 1.2% 0.0000
Volume 39 4 -35 -89.7% 94
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0962 1.0944 1.0889
R3 1.0936 1.0918 1.0882
R2 1.0910 1.0910 1.0880
R1 1.0892 1.0892 1.0877 1.0888
PP 1.0884 1.0884 1.0884 1.0882
S1 1.0866 1.0866 1.0873 1.0862
S2 1.0858 1.0858 1.0870
S3 1.0832 1.0840 1.0868
S4 1.0806 1.0814 1.0861
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1450 1.1337 1.0971
R3 1.1276 1.1163 1.0923
R2 1.1101 1.1101 1.0907
R1 1.0988 1.0988 1.0891 1.0957
PP 1.0927 1.0927 1.0927 1.0911
S1 1.0814 1.0814 1.0859 1.0783
S2 1.0752 1.0752 1.0843
S3 1.0578 1.0639 1.0827
S4 1.0403 1.0465 1.0779
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% 0.0056 0.5% 6% False False 61
10 1.1040 1.0865 0.0175 1.6% 0.0042 0.4% 6% False False 40
20 1.1080 1.0829 0.0251 2.3% 0.0042 0.4% 18% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1012
2.618 1.0969
1.618 1.0943
1.000 1.0927
0.618 1.0917
HIGH 1.0901
0.618 1.0891
0.500 1.0888
0.382 1.0885
LOW 1.0875
0.618 1.0859
1.000 1.0849
1.618 1.0833
2.618 1.0807
4.250 1.0765
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 1.0888 1.0952
PP 1.0884 1.0927
S1 1.0879 1.0901

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

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