CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 1.1390 1.1360 -0.0030 -0.3% 1.1220
High 1.1393 1.1360 -0.0033 -0.3% 1.1443
Low 1.1374 1.1360 -0.0014 -0.1% 1.1204
Close 1.1374 1.1360 -0.0014 -0.1% 1.1374
Range 0.0020 0.0000 -0.0020 -100.0% 0.0239
ATR 0.0083 0.0078 -0.0005 -5.9% 0.0000
Volume 4 26 22 550.0% 65
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1360 1.1360 1.1360
R3 1.1360 1.1360 1.1360
R2 1.1360 1.1360 1.1360
R1 1.1360 1.1360 1.1360 1.1360
PP 1.1360 1.1360 1.1360 1.1360
S1 1.1360 1.1360 1.1360 1.1360
S2 1.1360 1.1360 1.1360
S3 1.1360 1.1360 1.1360
S4 1.1360 1.1360 1.1360
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.2057 1.1955 1.1505
R3 1.1818 1.1716 1.1440
R2 1.1579 1.1579 1.1418
R1 1.1477 1.1477 1.1396 1.1528
PP 1.1340 1.1340 1.1340 1.1366
S1 1.1238 1.1238 1.1352 1.1289
S2 1.1101 1.1101 1.1330
S3 1.0862 1.0999 1.1308
S4 1.0623 1.0760 1.1243
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1443 1.1220 0.0223 2.0% 0.0042 0.4% 63% False False 17
10 1.1443 1.0932 0.0511 4.5% 0.0067 0.6% 84% False False 12
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 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1360
2.618 1.1360
1.618 1.1360
1.000 1.1360
0.618 1.1360
HIGH 1.1360
0.618 1.1360
0.500 1.1360
0.382 1.1360
LOW 1.1360
0.618 1.1360
1.000 1.1360
1.618 1.1360
2.618 1.1360
4.250 1.1360
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 1.1360 1.1371
PP 1.1360 1.1367
S1 1.1360 1.1364

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

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