CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 22-Apr-2016
Day Change Summary
Previous Current
21-Apr-2016 22-Apr-2016 Change Change % Previous Week
Open 1.1345 1.1348 0.0003 0.0% 1.1332
High 1.1452 1.1350 -0.0102 -0.9% 1.1452
Low 1.1331 1.1272 -0.0059 -0.5% 1.1272
Close 1.1349 1.1282 -0.0067 -0.6% 1.1282
Range 0.0121 0.0078 -0.0043 -35.3% 0.0180
ATR 0.0085 0.0085 -0.0001 -0.6% 0.0000
Volume 503 285 -218 -43.3% 1,245
Daily Pivots for day following 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1535 1.1486 1.1324
R3 1.1457 1.1408 1.1303
R2 1.1379 1.1379 1.1296
R1 1.1330 1.1330 1.1289 1.1316
PP 1.1301 1.1301 1.1301 1.1294
S1 1.1252 1.1252 1.1274 1.1238
S2 1.1223 1.1223 1.1267
S3 1.1145 1.1174 1.1260
S4 1.1067 1.1096 1.1239
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1874 1.1757 1.1380
R3 1.1694 1.1578 1.1331
R2 1.1515 1.1515 1.1314
R1 1.1398 1.1398 1.1298 1.1367
PP 1.1335 1.1335 1.1335 1.1319
S1 1.1219 1.1219 1.1265 1.1187
S2 1.1156 1.1156 1.1249
S3 1.0976 1.1039 1.1232
S4 1.0797 1.0860 1.1183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1452 1.1272 0.0180 1.6% 0.0083 0.7% 5% False True 249
10 1.1515 1.1272 0.0243 2.2% 0.0082 0.7% 4% False True 281
20 1.1515 1.1221 0.0295 2.6% 0.0082 0.7% 21% False False 297
40 1.1515 1.0898 0.0617 5.5% 0.0088 0.8% 62% False False 275
60 1.1515 1.0892 0.0623 5.5% 0.0083 0.7% 63% False False 193
80 1.1515 1.0829 0.0686 6.1% 0.0073 0.6% 66% False False 151
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1682
2.618 1.1554
1.618 1.1476
1.000 1.1428
0.618 1.1398
HIGH 1.1350
0.618 1.1320
0.500 1.1311
0.382 1.1302
LOW 1.1272
0.618 1.1224
1.000 1.1194
1.618 1.1146
2.618 1.1068
4.250 1.0941
Fisher Pivots for day following 22-Apr-2016
Pivot 1 day 3 day
R1 1.1311 1.1362
PP 1.1301 1.1335
S1 1.1291 1.1308

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

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