CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 1.1360 1.1300 -0.0060 -0.5% 1.1220
High 1.1360 1.1327 -0.0033 -0.3% 1.1443
Low 1.1360 1.1300 -0.0060 -0.5% 1.1204
Close 1.1360 1.1327 -0.0033 -0.3% 1.1374
Range 0.0000 0.0027 0.0027 0.0239
ATR 0.0078 0.0077 -0.0001 -1.6% 0.0000
Volume 26 36 10 38.5% 65
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1399 1.1390 1.1342
R3 1.1372 1.1363 1.1334
R2 1.1345 1.1345 1.1332
R1 1.1336 1.1336 1.1329 1.1341
PP 1.1318 1.1318 1.1318 1.1320
S1 1.1309 1.1309 1.1325 1.1314
S2 1.1291 1.1291 1.1322
S3 1.1264 1.1282 1.1320
S4 1.1237 1.1255 1.1312
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 1.1300 0.0143 1.3% 0.0047 0.4% 19% False False 24
10 1.1443 1.0932 0.0511 4.5% 0.0070 0.6% 77% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1442
2.618 1.1398
1.618 1.1371
1.000 1.1354
0.618 1.1344
HIGH 1.1327
0.618 1.1317
0.500 1.1314
0.382 1.1310
LOW 1.1300
0.618 1.1283
1.000 1.1273
1.618 1.1256
2.618 1.1229
4.250 1.1185
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 1.1323 1.1347
PP 1.1318 1.1340
S1 1.1314 1.1334

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

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