CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 1.1080 1.1101 0.0021 0.2% 1.1080
High 1.1113 1.1108 -0.0005 0.0% 1.1192
Low 1.1065 1.1026 -0.0039 -0.4% 1.1043
Close 1.1096 1.1042 -0.0055 -0.5% 1.1089
Range 0.0048 0.0082 0.0034 70.8% 0.0149
ATR 0.0101 0.0100 -0.0001 -1.3% 0.0000
Volume 87,018 146,873 59,855 68.8% 653,076
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1304 1.1255 1.1087
R3 1.1222 1.1173 1.1064
R2 1.1140 1.1140 1.1057
R1 1.1091 1.1091 1.1049 1.1075
PP 1.1058 1.1058 1.1058 1.1050
S1 1.1009 1.1009 1.1034 1.0993
S2 1.0976 1.0976 1.1026
S3 1.0894 1.0927 1.1019
S4 1.0812 1.0845 1.0996
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1555 1.1471 1.1170
R3 1.1406 1.1322 1.1129
R2 1.1257 1.1257 1.1116
R1 1.1173 1.1173 1.1102 1.1215
PP 1.1108 1.1108 1.1108 1.1129
S1 1.1024 1.1024 1.1075 1.1066
S2 1.0959 1.0959 1.1061
S3 1.0810 1.0875 1.1048
S4 1.0661 1.0726 1.1007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1192 1.1026 0.0167 1.5% 0.0082 0.7% 10% False True 128,876
10 1.1192 1.1026 0.0167 1.5% 0.0081 0.7% 10% False True 131,250
20 1.1458 1.0947 0.0511 4.6% 0.0114 1.0% 19% False False 159,629
40 1.1458 1.0947 0.0511 4.6% 0.0101 0.9% 19% False False 124,419
60 1.1665 1.0947 0.0718 6.5% 0.0090 0.8% 13% False False 83,310
80 1.1665 1.0947 0.0718 6.5% 0.0088 0.8% 13% False False 62,556
100 1.1665 1.0898 0.0767 6.9% 0.0089 0.8% 19% False False 50,096
120 1.1665 1.0892 0.0773 7.0% 0.0087 0.8% 19% False False 41,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1456
2.618 1.1322
1.618 1.1240
1.000 1.1190
0.618 1.1158
HIGH 1.1108
0.618 1.1076
0.500 1.1067
0.382 1.1057
LOW 1.1026
0.618 1.0975
1.000 1.0944
1.618 1.0893
2.618 1.0811
4.250 1.0677
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 1.1067 1.1101
PP 1.1058 1.1081
S1 1.1050 1.1061

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

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