CME Euro FX (E) Future September 2016

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	1.1318	1.1376	0.0058	0.5%	1.0928
High	1.1400	1.1380	-0.0020	-0.2%	1.1304
Low	1.1318	1.1253	-0.0065	-0.6%	1.0928
Close	1.1369	1.1363	-0.0007	-0.1%	1.1225
Range	0.0082	0.0127	0.0045	54.9%	0.0377
ATR	0.0088	0.0091	0.0003	3.2%	0.0000
Volume	68	10	-58	-85.3%	123

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1713	1.1665	1.1432
R3	1.1586	1.1538	1.1397
R2	1.1459	1.1459	1.1386
R1	1.1411	1.1411	1.1374	1.1371
PP	1.1332	1.1332	1.1332	1.1312
S1	1.1284	1.1284	1.1351	1.1244
S2	1.1205	1.1205	1.1339
S3	1.1078	1.1157	1.1328
S4	1.0951	1.1030	1.1293

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.2282	1.2130	1.1432
R3	1.1905	1.1753	1.1328
R2	1.1529	1.1529	1.1294
R1	1.1377	1.1377	1.1259	1.1453
PP	1.1152	1.1152	1.1152	1.1190
S1	1.1000	1.1000	1.1190	1.1076
S2	1.0776	1.0776	1.1155
S3	1.0399	1.0624	1.1121
S4	1.0023	1.0247	1.1017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1400	1.1158	0.0242	2.1%	0.0108	1.0%	85%	False	False	32
10	1.1400	1.0892	0.0508	4.5%	0.0101	0.9%	93%	False	False	39
20	1.1400	1.0865	0.0535	4.7%	0.0074	0.6%	93%	False	False	38
40	1.1400	1.0829	0.0571	5.0%	0.0060	0.5%	93%	False	False	24

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	1.1920
2.618	1.1712
1.618	1.1585
1.000	1.1507
0.618	1.1458
HIGH	1.1380
0.618	1.1331
0.500	1.1317
0.382	1.1302
LOW	1.1253
0.618	1.1175
1.000	1.1126
1.618	1.1048
2.618	1.0921
4.250	1.0713

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	1.1347	1.1343
PP	1.1332	1.1324
S1	1.1317	1.1304

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