CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 1.1400 1.1436 0.0036 0.3% 1.1221
High 1.1474 1.1490 0.0016 0.1% 1.1490
Low 1.1376 1.1400 0.0024 0.2% 1.1221
Close 1.1450 1.1455 0.0005 0.0% 1.1455
Range 0.0099 0.0091 -0.0008 -8.1% 0.0270
ATR 0.0089 0.0089 0.0000 0.1% 0.0000
Volume 268 675 407 151.9% 1,616
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1720 1.1678 1.1504
R3 1.1629 1.1587 1.1479
R2 1.1539 1.1539 1.1471
R1 1.1497 1.1497 1.1463 1.1518
PP 1.1448 1.1448 1.1448 1.1459
S1 1.1406 1.1406 1.1446 1.1427
S2 1.1358 1.1358 1.1438
S3 1.1267 1.1316 1.1430
S4 1.1177 1.1225 1.1405
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2197 1.2095 1.1603
R3 1.1927 1.1826 1.1529
R2 1.1658 1.1658 1.1504
R1 1.1556 1.1556 1.1479 1.1607
PP 1.1388 1.1388 1.1388 1.1414
S1 1.1287 1.1287 1.1430 1.1338
S2 1.1119 1.1119 1.1405
S3 1.0849 1.1017 1.1380
S4 1.0580 1.0748 1.1306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1490 1.1221 0.0270 2.4% 0.0089 0.8% 87% True False 323
10 1.1490 1.1209 0.0281 2.5% 0.0072 0.6% 87% True False 336
20 1.1490 1.0898 0.0592 5.2% 0.0098 0.9% 94% True False 303
40 1.1490 1.0898 0.0592 5.2% 0.0083 0.7% 94% True False 176
60 1.1490 1.0829 0.0661 5.8% 0.0073 0.6% 95% True False 128
80 1.1490 1.0829 0.0661 5.8% 0.0069 0.6% 95% True False 99
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1875
2.618 1.1727
1.618 1.1636
1.000 1.1581
0.618 1.1546
HIGH 1.1490
0.618 1.1455
0.500 1.1445
0.382 1.1434
LOW 1.1400
0.618 1.1344
1.000 1.1309
1.618 1.1253
2.618 1.1163
4.250 1.1015
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 1.1451 1.1443
PP 1.1448 1.1432
S1 1.1445 1.1421

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

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