CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 1.1160 1.1157 -0.0004 0.0% 1.1296
High 1.1174 1.1212 0.0038 0.3% 1.1296
Low 1.1154 1.1157 0.0003 0.0% 1.1154
Close 1.1174 1.1212 0.0038 0.3% 1.1212
Range 0.0020 0.0056 0.0036 177.5% 0.0142
ATR 0.0086 0.0084 -0.0002 -2.5% 0.0000
Volume 8 21 13 162.5% 98
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1360 1.1342 1.1243
R3 1.1305 1.1286 1.1227
R2 1.1249 1.1249 1.1222
R1 1.1231 1.1231 1.1217 1.1240
PP 1.1194 1.1194 1.1194 1.1198
S1 1.1175 1.1175 1.1207 1.1184
S2 1.1138 1.1138 1.1202
S3 1.1083 1.1120 1.1197
S4 1.1027 1.1064 1.1181
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1645 1.1570 1.1290
R3 1.1504 1.1429 1.1251
R2 1.1362 1.1362 1.1238
R1 1.1287 1.1287 1.1225 1.1254
PP 1.1221 1.1221 1.1221 1.1204
S1 1.1146 1.1146 1.1199 1.1112
S2 1.1079 1.1079 1.1186
S3 1.0938 1.1004 1.1173
S4 1.0796 1.0863 1.1134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1377 1.1154 0.0223 2.0% 0.0049 0.4% 26% False False 23
10 1.1450 1.1154 0.0296 2.6% 0.0072 0.6% 20% False False 27
20 1.1450 1.0875 0.0575 5.1% 0.0072 0.6% 59% False False 28
40 1.1450 1.0829 0.0621 5.5% 0.0058 0.5% 62% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1448
2.618 1.1357
1.618 1.1302
1.000 1.1268
0.618 1.1246
HIGH 1.1212
0.618 1.1191
0.500 1.1184
0.382 1.1178
LOW 1.1157
0.618 1.1122
1.000 1.1101
1.618 1.1067
2.618 1.1011
4.250 1.0921
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 1.1203 1.1203
PP 1.1194 1.1194
S1 1.1184 1.1185

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

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