CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 1.1347 1.1358 0.0011 0.1% 1.1430
High 1.1385 1.1390 0.0005 0.0% 1.1492
Low 1.1347 1.1345 -0.0002 0.0% 1.1328
Close 1.1363 1.1362 -0.0001 0.0% 1.1352
Range 0.0038 0.0045 0.0007 18.4% 0.0164
ATR 0.0076 0.0074 -0.0002 -2.9% 0.0000
Volume 898 4,882 3,984 443.7% 4,430
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 1.1501 1.1476 1.1386
R3 1.1456 1.1431 1.1374
R2 1.1411 1.1411 1.1370
R1 1.1386 1.1386 1.1366 1.1398
PP 1.1366 1.1366 1.1366 1.1372
S1 1.1341 1.1341 1.1357 1.1353
S2 1.1321 1.1321 1.1353
S3 1.1276 1.1296 1.1349
S4 1.1231 1.1251 1.1337
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 1.1883 1.1781 1.1442
R3 1.1719 1.1617 1.1397
R2 1.1555 1.1555 1.1382
R1 1.1453 1.1453 1.1367 1.1422
PP 1.1391 1.1391 1.1391 1.1375
S1 1.1289 1.1289 1.1337 1.1258
S2 1.1227 1.1227 1.1322
S3 1.1063 1.1125 1.1307
S4 1.0899 1.0961 1.1262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1492 1.1328 0.0164 1.4% 0.0062 0.5% 20% False False 1,879
10 1.1579 1.1328 0.0251 2.2% 0.0065 0.6% 13% False False 1,171
20 1.1665 1.1272 0.0393 3.5% 0.0075 0.7% 23% False False 862
40 1.1665 1.1209 0.0456 4.0% 0.0075 0.7% 33% False False 582
60 1.1665 1.0898 0.0767 6.8% 0.0080 0.7% 60% False False 455
80 1.1665 1.0892 0.0773 6.8% 0.0078 0.7% 61% False False 348
100 1.1665 1.0829 0.0836 7.4% 0.0071 0.6% 64% False False 283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1581
2.618 1.1508
1.618 1.1463
1.000 1.1435
0.618 1.1418
HIGH 1.1390
0.618 1.1373
0.500 1.1368
0.382 1.1362
LOW 1.1345
0.618 1.1317
1.000 1.1300
1.618 1.1272
2.618 1.1227
4.250 1.1154
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 1.1368 1.1375
PP 1.1366 1.1370
S1 1.1364 1.1366

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

View Archives - Comment on this page... - Back to Index of Symbols