CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 1.0943 1.1032 0.0089 0.8% 1.0987
High 1.1042 1.1098 0.0056 0.5% 1.1098
Low 1.0943 1.0986 0.0043 0.4% 1.0905
Close 1.1032 1.1074 0.0042 0.4% 1.1074
Range 0.0099 0.0112 0.0013 13.1% 0.0193
ATR 0.0077 0.0080 0.0002 3.2% 0.0000
Volume 321 258 -63 -19.6% 640
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1389 1.1343 1.1135
R3 1.1277 1.1231 1.1104
R2 1.1165 1.1165 1.1094
R1 1.1119 1.1119 1.1084 1.1142
PP 1.1053 1.1053 1.1053 1.1064
S1 1.1007 1.1007 1.1063 1.1030
S2 1.0941 1.0941 1.1053
S3 1.0829 1.0895 1.1043
S4 1.0717 1.0783 1.1012
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1605 1.1532 1.1180
R3 1.1412 1.1339 1.1127
R2 1.1219 1.1219 1.1109
R1 1.1146 1.1146 1.1091 1.1182
PP 1.1026 1.1026 1.1026 1.1044
S1 1.0953 1.0953 1.1056 1.0989
S2 1.0833 1.0833 1.1038
S3 1.0640 1.0760 1.1020
S4 1.0447 1.0567 1.0967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1098 1.0905 0.0193 1.7% 0.0065 0.6% 87% True False 128
10 1.1138 1.0905 0.0233 2.1% 0.0059 0.5% 72% False False 93
20 1.1450 1.0905 0.0545 4.9% 0.0066 0.6% 31% False False 60
40 1.1450 1.0865 0.0585 5.3% 0.0062 0.6% 36% False False 47
60 1.1450 1.0829 0.0621 5.6% 0.0060 0.5% 39% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1574
2.618 1.1391
1.618 1.1279
1.000 1.1210
0.618 1.1167
HIGH 1.1098
0.618 1.1055
0.500 1.1042
0.382 1.1029
LOW 1.0986
0.618 1.0917
1.000 1.0874
1.618 1.0805
2.618 1.0693
4.250 1.0510
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 1.1063 1.1050
PP 1.1053 1.1026
S1 1.1042 1.1002

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

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