CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 1.1052 1.1050 -0.0002 0.0% 1.0987
High 1.1100 1.1270 0.0170 1.5% 1.1098
Low 1.1025 1.0898 -0.0127 -1.1% 1.0905
Close 1.1077 1.1270 0.0193 1.7% 1.1074
Range 0.0076 0.0372 0.0297 392.7% 0.0193
ATR 0.0077 0.0098 0.0021 27.2% 0.0000
Volume 160 139 -21 -13.1% 640
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.2262 1.2138 1.1474
R3 1.1890 1.1766 1.1372
R2 1.1518 1.1518 1.1338
R1 1.1394 1.1394 1.1304 1.1456
PP 1.1146 1.1146 1.1146 1.1177
S1 1.1022 1.1022 1.1235 1.1084
S2 1.0774 1.0774 1.1201
S3 1.0402 1.0650 1.1167
S4 1.0030 1.0278 1.1065
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 1.1270 1.0898 0.0372 3.3% 0.0138 1.2% 100% True True 211
10 1.1270 1.0898 0.0372 3.3% 0.0104 0.9% 100% True True 166
20 1.1450 1.0898 0.0552 4.9% 0.0075 0.7% 67% False True 93
40 1.1450 1.0865 0.0585 5.2% 0.0074 0.7% 69% False False 65
60 1.1450 1.0829 0.0621 5.5% 0.0065 0.6% 71% False False 47
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 0.0030
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1.2851
2.618 1.2244
1.618 1.1872
1.000 1.1642
0.618 1.1500
HIGH 1.1270
0.618 1.1128
0.500 1.1084
0.382 1.1040
LOW 1.0898
0.618 1.0668
1.000 1.0526
1.618 1.0296
2.618 0.9924
4.250 0.9317
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 1.1208 1.1208
PP 1.1146 1.1146
S1 1.1084 1.1084

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

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