CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 1.1279 1.1239 -0.0040 -0.4% 1.1244
High 1.1279 1.1247 -0.0032 -0.3% 1.1408
Low 1.1225 1.1209 -0.0016 -0.1% 1.1129
Close 1.1247 1.1236 -0.0011 -0.1% 1.1335
Range 0.0054 0.0038 -0.0016 -29.6% 0.0279
ATR 0.0093 0.0089 -0.0004 -4.2% 0.0000
Volume 215 545 330 153.5% 1,750
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1345 1.1328 1.1256
R3 1.1307 1.1290 1.1246
R2 1.1269 1.1269 1.1242
R1 1.1252 1.1252 1.1239 1.1241
PP 1.1231 1.1231 1.1231 1.1225
S1 1.1214 1.1214 1.1232 1.1203
S2 1.1193 1.1193 1.1229
S3 1.1155 1.1176 1.1225
S4 1.1117 1.1138 1.1215
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 1.1398 1.1209 0.0189 1.7% 0.0055 0.5% 14% False True 349
10 1.1408 1.1129 0.0279 2.5% 0.0082 0.7% 38% False False 340
20 1.1408 1.0898 0.0510 4.5% 0.0093 0.8% 66% False False 253
40 1.1450 1.0892 0.0558 5.0% 0.0083 0.7% 62% False False 141
60 1.1450 1.0829 0.0621 5.5% 0.0070 0.6% 65% False False 102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1409
2.618 1.1346
1.618 1.1308
1.000 1.1285
0.618 1.1270
HIGH 1.1247
0.618 1.1232
0.500 1.1228
0.382 1.1224
LOW 1.1209
0.618 1.1186
1.000 1.1171
1.618 1.1148
2.618 1.1110
4.250 1.1048
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 1.1233 1.1265
PP 1.1231 1.1255
S1 1.1228 1.1245

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

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