CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 01-Feb-2016

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	1.1008	1.0928	-0.0080	-0.7%	1.0932
High	1.1008	1.0974	-0.0034	-0.3%	1.1044
Low	1.0892	1.0928	0.0036	0.3%	1.0892
Close	1.0908	1.0974	0.0066	0.6%	1.0908
Range	0.0116	0.0046	-0.0070	-60.2%	0.0152
ATR	0.0074	0.0074	-0.0001	-0.9%	0.0000
Volume	65	14	-51	-78.5%	179

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1096	1.1081	1.0999
R3	1.1050	1.1035	1.0986
R2	1.1004	1.1004	1.0982
R1	1.0989	1.0989	1.0978	1.0997
PP	1.0958	1.0958	1.0958	1.0962
S1	1.0943	1.0943	1.0969	1.0951
S2	1.0912	1.0912	1.0965
S3	1.0866	1.0897	1.0961
S4	1.0820	1.0851	1.0948

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1404	1.1308	1.0992
R3	1.1252	1.1156	1.0950
R2	1.1100	1.1100	1.0936
R1	1.1004	1.1004	1.0922	1.0976
PP	1.0948	1.0948	1.0948	1.0934
S1	1.0852	1.0852	1.0894	1.0824
S2	1.0796	1.0796	1.0880
S3	1.0644	1.0700	1.0866
S4	1.0492	1.0548	1.0824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1044	1.0892	0.0152	1.4%	0.0061	0.6%	54%	False	False	38
10	1.1044	1.0865	0.0179	1.6%	0.0056	0.5%	61%	False	False	28
20	1.1044	1.0829	0.0215	2.0%	0.0053	0.5%	67%	False	False	31
40	1.1153	1.0746	0.0407	3.7%	0.0059	0.5%	56%	False	False	24

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0001
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.1169
2.618	1.1094
1.618	1.1048
1.000	1.1020
0.618	1.1002
HIGH	1.0974
0.618	1.0956
0.500	1.0951
0.382	1.0945
LOW	1.0928
0.618	1.0899
1.000	1.0882
1.618	1.0853
2.618	1.0807
4.250	1.0732

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	1.0966	1.0972
PP	1.0958	1.0970
S1	1.0951	1.0968

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols