CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 1.1320 1.1326 0.0006 0.1% 1.1123
High 1.1350 1.1443 0.0093 0.8% 1.1326
Low 1.1305 1.1300 -0.0005 0.0% 1.0932
Close 1.1305 1.1427 0.0122 1.1% 1.1270
Range 0.0046 0.0143 0.0098 214.3% 0.0394
ATR
Volume 37 20 -17 -45.9% 46
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1819 1.1766 1.1505
R3 1.1676 1.1623 1.1466
R2 1.1533 1.1533 1.1453
R1 1.1480 1.1480 1.1440 1.1506
PP 1.1390 1.1390 1.1390 1.1403
S1 1.1337 1.1337 1.1413 1.1363
S2 1.1247 1.1247 1.1400
S3 1.1104 1.1194 1.1387
S4 1.0961 1.1051 1.1348
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.2358 1.2208 1.1486
R3 1.1964 1.1814 1.1378
R2 1.1570 1.1570 1.1342
R1 1.1420 1.1420 1.1306 1.1495
PP 1.1176 1.1176 1.1176 1.1213
S1 1.1026 1.1026 1.1233 1.1101
S2 1.0782 1.0782 1.1197
S3 1.0388 1.0632 1.1161
S4 0.9994 1.0238 1.1053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1443 1.1204 0.0239 2.1% 0.0047 0.4% 93% True False 12
10 1.1443 1.0932 0.0511 4.5% 0.0077 0.7% 97% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2050
2.618 1.1817
1.618 1.1674
1.000 1.1586
0.618 1.1531
HIGH 1.1443
0.618 1.1388
0.500 1.1371
0.382 1.1354
LOW 1.1300
0.618 1.1211
1.000 1.1157
1.618 1.1068
2.618 1.0925
4.250 1.0692
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 1.1408 1.1395
PP 1.1390 1.1363
S1 1.1371 1.1331

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

View Archives - Comment on this page... - Back to Index of Symbols