CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 1.1365 1.1412 0.0047 0.4% 1.1459
High 1.1438 1.1440 0.0003 0.0% 1.1515
Low 1.1365 1.1351 -0.0014 -0.1% 1.1292
Close 1.1430 1.1356 -0.0074 -0.6% 1.1341
Range 0.0073 0.0089 0.0017 22.8% 0.0224
ATR 0.0082 0.0083 0.0000 0.6% 0.0000
Volume 191 185 -6 -3.1% 1,569
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1649 1.1592 1.1405
R3 1.1560 1.1503 1.1380
R2 1.1471 1.1471 1.1372
R1 1.1414 1.1414 1.1364 1.1398
PP 1.1382 1.1382 1.1382 1.1375
S1 1.1325 1.1325 1.1348 1.1309
S2 1.1293 1.1293 1.1340
S3 1.1204 1.1236 1.1332
S4 1.1115 1.1147 1.1307
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2053 1.1921 1.1464
R3 1.1830 1.1697 1.1402
R2 1.1606 1.1606 1.1382
R1 1.1474 1.1474 1.1361 1.1428
PP 1.1383 1.1383 1.1383 1.1360
S1 1.1250 1.1250 1.1321 1.1205
S2 1.1159 1.1159 1.1300
S3 1.0936 1.1027 1.1280
S4 1.0712 1.0803 1.1218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1440 1.1292 0.0149 1.3% 0.0068 0.6% 43% True False 164
10 1.1515 1.1292 0.0224 2.0% 0.0079 0.7% 29% False False 250
20 1.1515 1.1209 0.0306 2.7% 0.0077 0.7% 48% False False 295
40 1.1515 1.0898 0.0617 5.4% 0.0085 0.7% 74% False False 256
60 1.1515 1.0892 0.0623 5.5% 0.0081 0.7% 74% False False 180
80 1.1515 1.0829 0.0686 6.0% 0.0071 0.6% 77% False False 141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1818
2.618 1.1673
1.618 1.1584
1.000 1.1529
0.618 1.1495
HIGH 1.1440
0.618 1.1406
0.500 1.1396
0.382 1.1385
LOW 1.1351
0.618 1.1296
1.000 1.1262
1.618 1.1207
2.618 1.1118
4.250 1.0973
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 1.1396 1.1386
PP 1.1382 1.1376
S1 1.1369 1.1366

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

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