CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 1.1079 1.1134 0.0056 0.5% 1.1107
High 1.1115 1.1138 0.0023 0.2% 1.1138
Low 1.1073 1.0994 -0.0080 -0.7% 1.0994
Close 1.1115 1.1004 -0.0112 -1.0% 1.1004
Range 0.0042 0.0145 0.0103 244.0% 0.0145
ATR 0.0078 0.0082 0.0005 6.2% 0.0000
Volume 10 231 221 2,210.0% 294
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1479 1.1386 1.1083
R3 1.1334 1.1241 1.1043
R2 1.1190 1.1190 1.1030
R1 1.1097 1.1097 1.1017 1.1071
PP 1.1045 1.1045 1.1045 1.1032
S1 1.0952 1.0952 1.0990 1.0926
S2 1.0901 1.0901 1.0977
S3 1.0756 1.0808 1.0964
S4 1.0612 1.0663 1.0924
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1479 1.1386 1.1083
R3 1.1334 1.1241 1.1043
R2 1.1190 1.1190 1.1030
R1 1.1097 1.1097 1.1017 1.1071
PP 1.1045 1.1045 1.1045 1.1032
S1 1.0952 1.0952 1.0990 1.0926
S2 1.0901 1.0901 1.0977
S3 1.0756 1.0808 1.0964
S4 1.0612 1.0663 1.0924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1138 1.0994 0.0145 1.3% 0.0053 0.5% 7% True True 58
10 1.1377 1.0994 0.0384 3.5% 0.0051 0.5% 3% False True 40
20 1.1450 1.0892 0.0558 5.1% 0.0076 0.7% 20% False False 36
40 1.1450 1.0829 0.0621 5.6% 0.0062 0.6% 28% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1752
2.618 1.1516
1.618 1.1372
1.000 1.1283
0.618 1.1227
HIGH 1.1138
0.618 1.1083
0.500 1.1066
0.382 1.1049
LOW 1.0994
0.618 1.0904
1.000 1.0849
1.618 1.0760
2.618 1.0615
4.250 1.0379
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 1.1066 1.1066
PP 1.1045 1.1045
S1 1.1024 1.1024

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

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