CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 1.1151 1.1165 0.0014 0.1% 1.1326
High 1.1173 1.1211 0.0038 0.3% 1.1367
Low 1.1131 1.1133 0.0002 0.0% 1.1190
Close 1.1167 1.1205 0.0038 0.3% 1.1197
Range 0.0042 0.0078 0.0036 85.7% 0.0177
ATR 0.0074 0.0074 0.0000 0.4% 0.0000
Volume 148,992 174,294 25,302 17.0% 698,873
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1417 1.1389 1.1247
R3 1.1339 1.1311 1.1226
R2 1.1261 1.1261 1.1219
R1 1.1233 1.1233 1.1212 1.1247
PP 1.1183 1.1183 1.1183 1.1190
S1 1.1155 1.1155 1.1197 1.1169
S2 1.1105 1.1105 1.1190
S3 1.1027 1.1077 1.1183
S4 1.0949 1.0999 1.1162
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1782 1.1666 1.1294
R3 1.1605 1.1489 1.1245
R2 1.1428 1.1428 1.1229
R1 1.1312 1.1312 1.1213 1.1282
PP 1.1251 1.1251 1.1251 1.1236
S1 1.1135 1.1135 1.1180 1.1105
S2 1.1074 1.1074 1.1164
S3 1.0897 1.0958 1.1148
S4 1.0720 1.0781 1.1099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1352 1.1131 0.0221 2.0% 0.0079 0.7% 33% False False 166,108
10 1.1373 1.1131 0.0242 2.2% 0.0067 0.6% 30% False False 139,014
20 1.1380 1.1064 0.0316 2.8% 0.0072 0.6% 44% False False 134,094
40 1.1380 1.0976 0.0404 3.6% 0.0074 0.7% 57% False False 132,398
60 1.1458 1.0947 0.0511 4.6% 0.0089 0.8% 50% False False 148,232
80 1.1492 1.0947 0.0545 4.9% 0.0085 0.8% 47% False False 115,331
100 1.1665 1.0947 0.0718 6.4% 0.0084 0.7% 36% False False 92,353
120 1.1665 1.0947 0.0718 6.4% 0.0083 0.7% 36% False False 77,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1543
2.618 1.1415
1.618 1.1337
1.000 1.1289
0.618 1.1259
HIGH 1.1211
0.618 1.1181
0.500 1.1172
0.382 1.1163
LOW 1.1133
0.618 1.1085
1.000 1.1055
1.618 1.1007
2.618 1.0929
4.250 1.0802
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 1.1194 1.1193
PP 1.1183 1.1182
S1 1.1172 1.1171

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

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