CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 1.1032 1.1059 0.0027 0.2% 1.0987
High 1.1098 1.1096 -0.0002 0.0% 1.1098
Low 1.0986 1.1023 0.0037 0.3% 1.0905
Close 1.1074 1.1092 0.0018 0.2% 1.1074
Range 0.0112 0.0073 -0.0039 -34.8% 0.0193
ATR 0.0080 0.0079 0.0000 -0.6% 0.0000
Volume 258 83 -175 -67.8% 640
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1289 1.1263 1.1132
R3 1.1216 1.1190 1.1112
R2 1.1143 1.1143 1.1105
R1 1.1117 1.1117 1.1098 1.1130
PP 1.1070 1.1070 1.1070 1.1077
S1 1.1044 1.1044 1.1085 1.1057
S2 1.0997 1.0997 1.1078
S3 1.0924 1.0971 1.1071
S4 1.0851 1.0898 1.1051
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% 0.0069 0.6% 97% False False 137
10 1.1138 1.0905 0.0233 2.1% 0.0065 0.6% 80% False False 99
20 1.1450 1.0905 0.0545 4.9% 0.0064 0.6% 34% False False 63
40 1.1450 1.0865 0.0585 5.3% 0.0062 0.6% 39% False False 49
60 1.1450 1.0829 0.0621 5.6% 0.0060 0.5% 42% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1406
2.618 1.1287
1.618 1.1214
1.000 1.1169
0.618 1.1141
HIGH 1.1096
0.618 1.1068
0.500 1.1060
0.382 1.1051
LOW 1.1023
0.618 1.0978
1.000 1.0950
1.618 1.0905
2.618 1.0832
4.250 1.0713
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 1.1081 1.1068
PP 1.1070 1.1044
S1 1.1060 1.1021

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

View Archives - Comment on this page... - Back to Index of Symbols