CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 1.1049 1.0996 -0.0054 -0.5% 1.1080
High 1.1066 1.1024 -0.0043 -0.4% 1.1113
Low 1.0980 1.0976 -0.0004 0.0% 1.0980
Close 1.0987 1.1014 0.0028 0.3% 1.0987
Range 0.0087 0.0048 -0.0039 -45.1% 0.0133
ATR 0.0094 0.0091 -0.0003 -3.5% 0.0000
Volume 124,231 87,057 -37,174 -29.9% 654,787
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1147 1.1128 1.1040
R3 1.1100 1.1081 1.1027
R2 1.1052 1.1052 1.1023
R1 1.1033 1.1033 1.1018 1.1043
PP 1.1005 1.1005 1.1005 1.1009
S1 1.0986 1.0986 1.1010 1.0995
S2 1.0957 1.0957 1.1005
S3 1.0910 1.0938 1.1001
S4 1.0862 1.0891 1.0988
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1425 1.1339 1.1060
R3 1.1292 1.1206 1.1023
R2 1.1159 1.1159 1.1011
R1 1.1073 1.1073 1.0999 1.1050
PP 1.1026 1.1026 1.1026 1.1015
S1 1.0940 1.0940 1.0974 1.0917
S2 1.0893 1.0893 1.0962
S3 1.0760 1.0807 1.0950
S4 1.0627 1.0674 1.0913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1108 1.0976 0.0132 1.2% 0.0069 0.6% 29% False True 130,965
10 1.1192 1.0976 0.0216 2.0% 0.0075 0.7% 18% False True 129,641
20 1.1216 1.0976 0.0240 2.2% 0.0086 0.8% 16% False True 143,906
40 1.1458 1.0947 0.0511 4.6% 0.0101 0.9% 13% False False 136,940
60 1.1665 1.0947 0.0718 6.5% 0.0091 0.8% 9% False False 91,738
80 1.1665 1.0947 0.0718 6.5% 0.0087 0.8% 9% False False 68,894
100 1.1665 1.0898 0.0767 7.0% 0.0089 0.8% 15% False False 55,172
120 1.1665 1.0898 0.0767 7.0% 0.0087 0.8% 15% False False 45,982
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.1225
2.618 1.1148
1.618 1.1100
1.000 1.1071
0.618 1.1053
HIGH 1.1024
0.618 1.1005
0.500 1.1000
0.382 1.0994
LOW 1.0976
0.618 1.0947
1.000 1.0929
1.618 1.0899
2.618 1.0852
4.250 1.0774
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 1.1009 1.1031
PP 1.1005 1.1025
S1 1.1000 1.1020

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

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