CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 1.1348 1.1283 -0.0065 -0.6% 1.1332
High 1.1350 1.1329 -0.0021 -0.2% 1.1452
Low 1.1272 1.1283 0.0011 0.1% 1.1272
Close 1.1282 1.1313 0.0032 0.3% 1.1282
Range 0.0078 0.0046 -0.0032 -41.0% 0.0180
ATR 0.0085 0.0082 -0.0003 -3.1% 0.0000
Volume 285 207 -78 -27.4% 1,245
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1446 1.1426 1.1338
R3 1.1400 1.1380 1.1326
R2 1.1354 1.1354 1.1321
R1 1.1334 1.1334 1.1317 1.1344
PP 1.1308 1.1308 1.1308 1.1314
S1 1.1288 1.1288 1.1309 1.1298
S2 1.1262 1.1262 1.1305
S3 1.1216 1.1242 1.1300
S4 1.1170 1.1196 1.1288
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% 0.0081 0.7% 23% False False 274
10 1.1515 1.1272 0.0243 2.1% 0.0079 0.7% 17% False False 294
20 1.1515 1.1234 0.0281 2.5% 0.0081 0.7% 28% False False 305
40 1.1515 1.0898 0.0617 5.5% 0.0085 0.8% 67% False False 274
60 1.1515 1.0892 0.0623 5.5% 0.0082 0.7% 68% False False 195
80 1.1515 1.0829 0.0686 6.1% 0.0074 0.7% 71% False False 153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1525
2.618 1.1449
1.618 1.1403
1.000 1.1375
0.618 1.1357
HIGH 1.1329
0.618 1.1311
0.500 1.1306
0.382 1.1301
LOW 1.1283
0.618 1.1255
1.000 1.1237
1.618 1.1209
2.618 1.1163
4.250 1.1088
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 1.1311 1.1362
PP 1.1308 1.1346
S1 1.1306 1.1329

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

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