CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 1.0945 1.0951 0.0006 0.1% 1.0967
High 1.0945 1.0990 0.0045 0.4% 1.1040
Low 1.0916 1.0951 0.0035 0.3% 1.0865
Close 1.0938 1.0990 0.0052 0.5% 1.0875
Range 0.0029 0.0039 0.0010 34.5% 0.0175
ATR 0.0070 0.0069 -0.0001 -1.8% 0.0000
Volume 6 10 4 66.7% 94
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1094 1.1081 1.1011
R3 1.1055 1.1042 1.1001
R2 1.1016 1.1016 1.0997
R1 1.1003 1.1003 1.0994 1.1010
PP 1.0977 1.0977 1.0977 1.0980
S1 1.0964 1.0964 1.0986 1.0971
S2 1.0938 1.0938 1.0983
S3 1.0899 1.0925 1.0979
S4 1.0860 1.0886 1.0969
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 1.0990 1.0865 0.0125 1.1% 0.0041 0.4% 100% True False 12
10 1.1040 1.0865 0.0175 1.6% 0.0047 0.4% 72% False False 36
20 1.1040 1.0829 0.0211 1.9% 0.0044 0.4% 76% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1156
2.618 1.1092
1.618 1.1053
1.000 1.1029
0.618 1.1014
HIGH 1.0990
0.618 1.0975
0.500 1.0971
0.382 1.0966
LOW 1.0951
0.618 1.0927
1.000 1.0912
1.618 1.0888
2.618 1.0849
4.250 1.0785
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 1.0984 1.0978
PP 1.0977 1.0965
S1 1.0971 1.0953

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

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