CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 1.1335 1.1306 -0.0029 -0.3% 1.1244
High 1.1350 1.1320 -0.0030 -0.3% 1.1408
Low 1.1306 1.1257 -0.0049 -0.4% 1.1129
Close 1.1319 1.1286 -0.0033 -0.3% 1.1335
Range 0.0045 0.0063 0.0019 41.6% 0.0279
ATR 0.0097 0.0095 -0.0002 -2.5% 0.0000
Volume 204 340 136 66.7% 1,750
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1477 1.1444 1.1320
R3 1.1414 1.1381 1.1303
R2 1.1351 1.1351 1.1297
R1 1.1318 1.1318 1.1291 1.1303
PP 1.1288 1.1288 1.1288 1.1280
S1 1.1255 1.1255 1.1280 1.1240
S2 1.1225 1.1225 1.1274
S3 1.1162 1.1192 1.1268
S4 1.1099 1.1129 1.1251
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% 0.0098 0.9% 56% False False 375
10 1.1408 1.0898 0.0510 4.5% 0.0117 1.0% 76% False False 294
20 1.1408 1.0898 0.0510 4.5% 0.0093 0.8% 76% False False 216
40 1.1450 1.0892 0.0558 4.9% 0.0082 0.7% 71% False False 123
60 1.1450 1.0829 0.0621 5.5% 0.0069 0.6% 74% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1588
2.618 1.1485
1.618 1.1422
1.000 1.1383
0.618 1.1359
HIGH 1.1320
0.618 1.1296
0.500 1.1289
0.382 1.1281
LOW 1.1257
0.618 1.1218
1.000 1.1194
1.618 1.1155
2.618 1.1092
4.250 1.0989
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 1.1289 1.1328
PP 1.1288 1.1314
S1 1.1287 1.1300

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

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