CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 1.1000 1.1158 0.0158 1.4% 1.0932
High 1.1200 1.1302 0.0102 0.9% 1.1044
Low 1.1000 1.1158 0.0158 1.4% 1.0892
Close 1.1173 1.1292 0.0119 1.1% 1.0908
Range 0.0200 0.0144 -0.0056 -28.0% 0.0152
ATR 0.0081 0.0085 0.0005 5.6% 0.0000
Volume 26 24 -2 -7.7% 179
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1683 1.1631 1.1371
R3 1.1539 1.1487 1.1331
R2 1.1395 1.1395 1.1318
R1 1.1343 1.1343 1.1305 1.1369
PP 1.1251 1.1251 1.1251 1.1263
S1 1.1199 1.1199 1.1278 1.1225
S2 1.1107 1.1107 1.1265
S3 1.0963 1.1055 1.1252
S4 1.0819 1.0911 1.1212
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 1.1302 1.0892 0.0410 3.6% 0.0107 1.0% 97% True False 33
10 1.1302 1.0875 0.0427 3.8% 0.0072 0.6% 98% True False 28
20 1.1302 1.0865 0.0437 3.9% 0.0059 0.5% 98% True False 34
40 1.1302 1.0829 0.0473 4.2% 0.0057 0.5% 98% True False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1914
2.618 1.1679
1.618 1.1535
1.000 1.1446
0.618 1.1391
HIGH 1.1302
0.618 1.1247
0.500 1.1230
0.382 1.1213
LOW 1.1158
0.618 1.1069
1.000 1.1014
1.618 1.0925
2.618 1.0781
4.250 1.0546
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 1.1271 1.1242
PP 1.1251 1.1192
S1 1.1230 1.1142

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

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