CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 1.0996 1.1016 0.0021 0.2% 1.1080
High 1.1024 1.1055 0.0031 0.3% 1.1113
Low 1.0976 1.1003 0.0027 0.2% 1.0980
Close 1.1014 1.1011 -0.0003 0.0% 1.0987
Range 0.0048 0.0052 0.0004 8.4% 0.0133
ATR 0.0091 0.0088 -0.0003 -3.1% 0.0000
Volume 87,057 104,632 17,575 20.2% 654,787
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1177 1.1146 1.1039
R3 1.1126 1.1094 1.1025
R2 1.1074 1.1074 1.1020
R1 1.1043 1.1043 1.1016 1.1033
PP 1.1023 1.1023 1.1023 1.1018
S1 1.0991 1.0991 1.1006 1.0981
S2 1.0971 1.0971 1.1002
S3 1.0920 1.0940 1.0997
S4 1.0868 1.0888 1.0983
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 1.1086 1.0976 0.0110 1.0% 0.0063 0.6% 32% False False 122,517
10 1.1192 1.0976 0.0216 2.0% 0.0073 0.7% 16% False False 125,696
20 1.1216 1.0976 0.0240 2.2% 0.0083 0.8% 15% False False 138,216
40 1.1458 1.0947 0.0511 4.6% 0.0101 0.9% 13% False False 139,512
60 1.1665 1.0947 0.0718 6.5% 0.0090 0.8% 9% False False 93,469
80 1.1665 1.0947 0.0718 6.5% 0.0087 0.8% 9% False False 70,193
100 1.1665 1.0898 0.0767 7.0% 0.0089 0.8% 15% False False 56,215
120 1.1665 1.0898 0.0767 7.0% 0.0085 0.8% 15% False False 46,854
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1273
2.618 1.1189
1.618 1.1138
1.000 1.1106
0.618 1.1086
HIGH 1.1055
0.618 1.1035
0.500 1.1029
0.382 1.1023
LOW 1.1003
0.618 1.0971
1.000 1.0952
1.618 1.0920
2.618 1.0868
4.250 1.0784
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 1.1029 1.1021
PP 1.1023 1.1018
S1 1.1017 1.1014

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

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