CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 1.0987 1.0930 -0.0057 -0.5% 1.1107
High 1.0989 1.0942 -0.0047 -0.4% 1.1138
Low 1.0938 1.0925 -0.0013 -0.1% 1.0994
Close 1.0958 1.0942 -0.0016 -0.1% 1.1004
Range 0.0051 0.0017 -0.0034 -66.7% 0.0145
ATR 0.0081 0.0078 -0.0003 -4.2% 0.0000
Volume 34 21 -13 -38.2% 294
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.0987 1.0982 1.0951
R3 1.0970 1.0965 1.0947
R2 1.0953 1.0953 1.0945
R1 1.0948 1.0948 1.0944 1.0951
PP 1.0936 1.0936 1.0936 1.0938
S1 1.0931 1.0931 1.0940 1.0934
S2 1.0919 1.0919 1.0939
S3 1.0902 1.0914 1.0937
S4 1.0885 1.0897 1.0933
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 1.0925 0.0213 1.9% 0.0061 0.6% 8% False True 62
10 1.1217 1.0925 0.0292 2.7% 0.0044 0.4% 6% False True 38
20 1.1450 1.0925 0.0525 4.8% 0.0072 0.7% 3% False True 35
40 1.1450 1.0829 0.0621 5.7% 0.0062 0.6% 18% False False 33
60 1.1450 1.0746 0.0704 6.4% 0.0063 0.6% 28% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1014
2.618 1.0987
1.618 1.0970
1.000 1.0959
0.618 1.0953
HIGH 1.0942
0.618 1.0936
0.500 1.0934
0.382 1.0931
LOW 1.0925
0.618 1.0914
1.000 1.0908
1.618 1.0897
2.618 1.0880
4.250 1.0853
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 1.0939 1.1032
PP 1.0936 1.1002
S1 1.0934 1.0972

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

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