CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 19-Aug-2016
Day Change Summary
Previous Current
18-Aug-2016 19-Aug-2016 Change Change % Previous Week
Open 1.1301 1.1366 0.0065 0.6% 1.1185
High 1.1380 1.1373 -0.0007 -0.1% 1.1380
Low 1.1300 1.1317 0.0017 0.1% 1.1168
Close 1.1367 1.1336 -0.0032 -0.3% 1.1336
Range 0.0080 0.0057 -0.0024 -29.4% 0.0212
ATR 0.0082 0.0080 -0.0002 -2.2% 0.0000
Volume 159,275 122,551 -36,724 -23.1% 696,263
Daily Pivots for day following 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1511 1.1480 1.1367
R3 1.1455 1.1423 1.1351
R2 1.1398 1.1398 1.1346
R1 1.1367 1.1367 1.1341 1.1354
PP 1.1342 1.1342 1.1342 1.1335
S1 1.1310 1.1310 1.1330 1.1298
S2 1.1285 1.1285 1.1325
S3 1.1229 1.1254 1.1320
S4 1.1172 1.1197 1.1304
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1931 1.1845 1.1452
R3 1.1719 1.1633 1.1394
R2 1.1507 1.1507 1.1374
R1 1.1421 1.1421 1.1355 1.1464
PP 1.1295 1.1295 1.1295 1.1316
S1 1.1209 1.1209 1.1316 1.1252
S2 1.1083 1.1083 1.1297
S3 1.0871 1.0997 1.1277
S4 1.0659 1.0785 1.1219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1380 1.1168 0.0212 1.9% 0.0082 0.7% 79% False False 139,252
10 1.1380 1.1089 0.0292 2.6% 0.0072 0.6% 85% False False 125,258
20 1.1380 1.0976 0.0404 3.6% 0.0073 0.6% 89% False False 127,315
40 1.1455 1.0947 0.0508 4.5% 0.0091 0.8% 76% False False 143,163
60 1.1458 1.0947 0.0511 4.5% 0.0092 0.8% 76% False False 132,317
80 1.1665 1.0947 0.0718 6.3% 0.0086 0.8% 54% False False 99,553
100 1.1665 1.0947 0.0718 6.3% 0.0085 0.7% 54% False False 79,710
120 1.1665 1.0898 0.0767 6.8% 0.0087 0.8% 57% False False 66,471
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1613
2.618 1.1521
1.618 1.1464
1.000 1.1430
0.618 1.1408
HIGH 1.1373
0.618 1.1351
0.500 1.1345
0.382 1.1338
LOW 1.1317
0.618 1.1282
1.000 1.1260
1.618 1.1225
2.618 1.1169
4.250 1.1076
Fisher Pivots for day following 19-Aug-2016
Pivot 1 day 3 day
R1 1.1345 1.1329
PP 1.1342 1.1323
S1 1.1339 1.1317

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

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