CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 1.1306 1.1279 -0.0028 -0.2% 1.1244
High 1.1320 1.1279 -0.0041 -0.4% 1.1408
Low 1.1257 1.1225 -0.0032 -0.3% 1.1129
Close 1.1286 1.1247 -0.0039 -0.3% 1.1335
Range 0.0063 0.0054 -0.0009 -14.3% 0.0279
ATR 0.0095 0.0093 -0.0002 -2.6% 0.0000
Volume 340 215 -125 -36.8% 1,750
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1412 1.1383 1.1276
R3 1.1358 1.1329 1.1261
R2 1.1304 1.1304 1.1256
R1 1.1275 1.1275 1.1251 1.1263
PP 1.1250 1.1250 1.1250 1.1244
S1 1.1221 1.1221 1.1242 1.1209
S2 1.1196 1.1196 1.1237
S3 1.1142 1.1167 1.1232
S4 1.1088 1.1113 1.1217
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 1.1225 0.0183 1.6% 0.0074 0.7% 12% False True 319
10 1.1408 1.0898 0.0510 4.5% 0.0115 1.0% 68% False False 299
20 1.1408 1.0898 0.0510 4.5% 0.0093 0.8% 68% False False 226
40 1.1450 1.0892 0.0558 5.0% 0.0083 0.7% 64% False False 128
60 1.1450 1.0829 0.0621 5.5% 0.0070 0.6% 67% False False 93
Crabel Price Patterns
NR True
NR4 False
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1509
2.618 1.1420
1.618 1.1366
1.000 1.1333
0.618 1.1312
HIGH 1.1279
0.618 1.1258
0.500 1.1252
0.382 1.1246
LOW 1.1225
0.618 1.1192
1.000 1.1171
1.618 1.1138
2.618 1.1084
4.250 1.0996
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 1.1252 1.1288
PP 1.1250 1.1274
S1 1.1248 1.1260

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

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