CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 1.0930 1.0905 -0.0025 -0.2% 1.1107
High 1.0942 1.0949 0.0007 0.1% 1.1138
Low 1.0925 1.0905 -0.0020 -0.2% 1.0994
Close 1.0942 1.0940 -0.0002 0.0% 1.1004
Range 0.0017 0.0044 0.0027 155.9% 0.0145
ATR 0.0078 0.0075 -0.0002 -3.1% 0.0000
Volume 21 6 -15 -71.4% 294
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1062 1.1044 1.0964
R3 1.1018 1.1001 1.0952
R2 1.0975 1.0975 1.0948
R1 1.0957 1.0957 1.0944 1.0966
PP 1.0931 1.0931 1.0931 1.0936
S1 1.0914 1.0914 1.0936 1.0923
S2 1.0888 1.0888 1.0932
S3 1.0844 1.0870 1.0928
S4 1.0801 1.0827 1.0916
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 1.0905 0.0233 2.1% 0.0060 0.5% 15% False True 60
10 1.1212 1.0905 0.0307 2.8% 0.0045 0.4% 11% False True 38
20 1.1450 1.0905 0.0545 5.0% 0.0072 0.7% 6% False True 34
40 1.1450 1.0829 0.0621 5.7% 0.0060 0.6% 18% False False 33
60 1.1450 1.0829 0.0621 5.7% 0.0058 0.5% 18% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1133
2.618 1.1062
1.618 1.1019
1.000 1.0992
0.618 1.0975
HIGH 1.0949
0.618 1.0932
0.500 1.0927
0.382 1.0922
LOW 1.0905
0.618 1.0878
1.000 1.0862
1.618 1.0835
2.618 1.0791
4.250 1.0720
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 1.0936 1.0947
PP 1.0931 1.0945
S1 1.0927 1.0942

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

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