CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 1.1074 1.1050 -0.0024 -0.2% 1.1296
High 1.1086 1.1102 0.0016 0.1% 1.1296
Low 1.1074 1.1050 -0.0024 -0.2% 1.1154
Close 1.1086 1.1090 0.0004 0.0% 1.1212
Range 0.0012 0.0052 0.0040 347.8% 0.0142
ATR 0.0083 0.0080 -0.0002 -2.7% 0.0000
Volume 15 14 -1 -6.7% 98
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1235 1.1214 1.1118
R3 1.1183 1.1162 1.1104
R2 1.1132 1.1132 1.1099
R1 1.1111 1.1111 1.1094 1.1121
PP 1.1080 1.1080 1.1080 1.1086
S1 1.1059 1.1059 1.1085 1.1070
S2 1.1029 1.1029 1.1080
S3 1.0977 1.1008 1.1075
S4 1.0926 1.0956 1.1061
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 1.1212 1.1050 0.0162 1.5% 0.0031 0.3% 24% False True 16
10 1.1450 1.1050 0.0400 3.6% 0.0053 0.5% 10% False True 20
20 1.1450 1.0892 0.0558 5.0% 0.0073 0.7% 35% False False 30
40 1.1450 1.0829 0.0621 5.6% 0.0058 0.5% 42% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1320
2.618 1.1236
1.618 1.1185
1.000 1.1153
0.618 1.1133
HIGH 1.1102
0.618 1.1082
0.500 1.1076
0.382 1.1070
LOW 1.1050
0.618 1.1018
1.000 1.0999
1.618 1.0967
2.618 1.0915
4.250 1.0831
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 1.1085 1.1086
PP 1.1080 1.1082
S1 1.1076 1.1078

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

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