CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 1.1398 1.1335 -0.0064 -0.6% 1.1244
High 1.1398 1.1350 -0.0048 -0.4% 1.1408
Low 1.1323 1.1306 -0.0018 -0.2% 1.1129
Close 1.1335 1.1319 -0.0016 -0.1% 1.1335
Range 0.0075 0.0045 -0.0031 -40.7% 0.0279
ATR 0.0102 0.0097 -0.0004 -4.0% 0.0000
Volume 441 204 -237 -53.7% 1,750
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1458 1.1433 1.1343
R3 1.1414 1.1388 1.1331
R2 1.1369 1.1369 1.1327
R1 1.1344 1.1344 1.1323 1.1334
PP 1.1325 1.1325 1.1325 1.1320
S1 1.1299 1.1299 1.1314 1.1290
S2 1.1280 1.1280 1.1310
S3 1.1236 1.1255 1.1306
S4 1.1191 1.1210 1.1294
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.2128 1.2010 1.1488
R3 1.1849 1.1731 1.1411
R2 1.1570 1.1570 1.1386
R1 1.1452 1.1452 1.1360 1.1511
PP 1.1291 1.1291 1.1291 1.1320
S1 1.1173 1.1173 1.1309 1.1232
S2 1.1012 1.1012 1.1283
S3 1.0733 1.0894 1.1258
S4 1.0454 1.0615 1.1181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1408 1.1129 0.0279 2.5% 0.0094 0.8% 68% False False 327
10 1.1408 1.0898 0.0510 4.5% 0.0117 1.0% 82% False False 301
20 1.1408 1.0898 0.0510 4.5% 0.0091 0.8% 82% False False 200
40 1.1450 1.0892 0.0558 4.9% 0.0081 0.7% 76% False False 114
60 1.1450 1.0829 0.0621 5.5% 0.0068 0.6% 79% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1539
2.618 1.1467
1.618 1.1422
1.000 1.1395
0.618 1.1378
HIGH 1.1350
0.618 1.1333
0.500 1.1328
0.382 1.1322
LOW 1.1306
0.618 1.1278
1.000 1.1261
1.618 1.1233
2.618 1.1189
4.250 1.1116
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 1.1328 1.1341
PP 1.1325 1.1334
S1 1.1322 1.1326

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

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