CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 1.1243 1.1268 0.0025 0.2% 1.1159
High 1.1331 1.1288 -0.0044 -0.4% 1.1331
Low 1.1237 1.1201 -0.0036 -0.3% 1.1144
Close 1.1262 1.1231 -0.0031 -0.3% 1.1231
Range 0.0094 0.0087 -0.0008 -8.0% 0.0188
ATR 0.0079 0.0080 0.0001 0.7% 0.0000
Volume 259,421 188,058 -71,363 -27.5% 857,021
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1499 1.1452 1.1279
R3 1.1413 1.1365 1.1255
R2 1.1326 1.1326 1.1247
R1 1.1279 1.1279 1.1239 1.1259
PP 1.1240 1.1240 1.1240 1.1230
S1 1.1192 1.1192 1.1223 1.1173
S2 1.1153 1.1153 1.1215
S3 1.1067 1.1106 1.1207
S4 1.0980 1.1019 1.1183
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1798 1.1702 1.1334
R3 1.1610 1.1514 1.1283
R2 1.1423 1.1423 1.1265
R1 1.1327 1.1327 1.1248 1.1375
PP 1.1235 1.1235 1.1235 1.1259
S1 1.1139 1.1139 1.1214 1.1187
S2 1.1048 1.1048 1.1197
S3 1.0860 1.0952 1.1179
S4 1.0673 1.0764 1.1128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1331 1.1140 0.0191 1.7% 0.0094 0.8% 48% False False 212,055
10 1.1352 1.1131 0.0221 2.0% 0.0086 0.8% 45% False False 189,082
20 1.1380 1.1131 0.0249 2.2% 0.0079 0.7% 40% False False 158,135
40 1.1380 1.0976 0.0404 3.6% 0.0075 0.7% 63% False False 141,769
60 1.1458 1.0947 0.0511 4.5% 0.0089 0.8% 56% False False 150,501
80 1.1458 1.0947 0.0511 4.5% 0.0087 0.8% 56% False False 128,467
100 1.1665 1.0947 0.0718 6.4% 0.0085 0.8% 40% False False 102,946
120 1.1665 1.0947 0.0718 6.4% 0.0083 0.7% 40% False False 85,839
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1655
2.618 1.1514
1.618 1.1427
1.000 1.1374
0.618 1.1341
HIGH 1.1288
0.618 1.1254
0.500 1.1244
0.382 1.1234
LOW 1.1201
0.618 1.1148
1.000 1.1115
1.618 1.1061
2.618 1.0975
4.250 1.0833
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 1.1244 1.1266
PP 1.1240 1.1254
S1 1.1235 1.1243

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

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