CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 1.1238 1.1237 -0.0001 0.0% 1.1159
High 1.1273 1.1263 -0.0011 -0.1% 1.1331
Low 1.1213 1.1206 -0.0007 -0.1% 1.1144
Close 1.1245 1.1211 -0.0035 -0.3% 1.1231
Range 0.0060 0.0057 -0.0004 -5.8% 0.0188
ATR 0.0078 0.0077 -0.0002 -2.0% 0.0000
Volume 183,833 225,113 41,280 22.5% 857,021
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1396 1.1360 1.1242
R3 1.1339 1.1303 1.1226
R2 1.1283 1.1283 1.1221
R1 1.1247 1.1247 1.1216 1.1237
PP 1.1226 1.1226 1.1226 1.1221
S1 1.1190 1.1190 1.1205 1.1180
S2 1.1170 1.1170 1.1200
S3 1.1113 1.1134 1.1195
S4 1.1057 1.1077 1.1179
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 1.1201 0.0130 1.2% 0.0068 0.6% 7% False False 199,682
10 1.1331 1.1131 0.0200 1.8% 0.0077 0.7% 40% False False 192,221
20 1.1380 1.1131 0.0249 2.2% 0.0078 0.7% 32% False False 168,311
40 1.1380 1.0976 0.0404 3.6% 0.0074 0.7% 58% False False 146,272
60 1.1458 1.0947 0.0511 4.6% 0.0087 0.8% 52% False False 150,631
80 1.1458 1.0947 0.0511 4.6% 0.0087 0.8% 52% False False 133,524
100 1.1665 1.0947 0.0718 6.4% 0.0084 0.7% 37% False False 107,029
120 1.1665 1.0947 0.0718 6.4% 0.0083 0.7% 37% False False 89,242
Crabel Price Patterns
NR True
NR4 True
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 0.0023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1503
2.618 1.1410
1.618 1.1354
1.000 1.1319
0.618 1.1297
HIGH 1.1263
0.618 1.1241
0.500 1.1234
0.382 1.1228
LOW 1.1206
0.618 1.1171
1.000 1.1150
1.618 1.1115
2.618 1.1058
4.250 1.0966
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 1.1234 1.1244
PP 1.1226 1.1233
S1 1.1218 1.1222

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

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