CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 1.1180 1.1169 -0.0012 -0.1% 1.1059
High 1.1192 1.1302 0.0111 1.0% 1.1270
Low 1.1150 1.1129 -0.0021 -0.2% 1.0898
Close 1.1178 1.1263 0.0085 0.8% 1.1227
Range 0.0042 0.0173 0.0132 316.9% 0.0372
ATR 0.0095 0.0100 0.0006 5.9% 0.0000
Volume 102 493 391 383.3% 1,146
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1750 1.1679 1.1358
R3 1.1577 1.1506 1.1310
R2 1.1404 1.1404 1.1294
R1 1.1333 1.1333 1.1278 1.1369
PP 1.1231 1.1231 1.1231 1.1249
S1 1.1160 1.1160 1.1247 1.1196
S2 1.1058 1.1058 1.1231
S3 1.0885 1.0987 1.1215
S4 1.0712 1.0814 1.1167
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.2248 1.2109 1.1432
R3 1.1876 1.1737 1.1329
R2 1.1504 1.1504 1.1295
R1 1.1365 1.1365 1.1261 1.1435
PP 1.1132 1.1132 1.1132 1.1166
S1 1.0993 1.0993 1.1193 1.1063
S2 1.0760 1.0760 1.1159
S3 1.0388 1.0621 1.1125
S4 1.0016 1.0249 1.1022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1302 1.0898 0.0404 3.6% 0.0157 1.4% 90% True False 279
10 1.1302 1.0898 0.0404 3.6% 0.0120 1.1% 90% True False 263
20 1.1302 1.0898 0.0404 3.6% 0.0083 0.7% 90% True False 150
40 1.1450 1.0865 0.0585 5.2% 0.0080 0.7% 68% False False 90
60 1.1450 1.0829 0.0621 5.5% 0.0066 0.6% 70% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2037
2.618 1.1755
1.618 1.1582
1.000 1.1475
0.618 1.1409
HIGH 1.1302
0.618 1.1236
0.500 1.1216
0.382 1.1195
LOW 1.1129
0.618 1.1022
1.000 1.0956
1.618 1.0849
2.618 1.0676
4.250 1.0394
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 1.1247 1.1247
PP 1.1231 1.1231
S1 1.1216 1.1216

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

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