CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 1.1300 1.1299 -0.0001 0.0% 1.1220
High 1.1327 1.1299 -0.0028 -0.2% 1.1443
Low 1.1300 1.1277 -0.0024 -0.2% 1.1204
Close 1.1327 1.1288 -0.0040 -0.3% 1.1374
Range 0.0027 0.0023 -0.0005 -16.7% 0.0239
ATR 0.0077 0.0075 -0.0002 -2.4% 0.0000
Volume 36 17 -19 -52.8% 65
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1355 1.1344 1.1300
R3 1.1333 1.1321 1.1294
R2 1.1310 1.1310 1.1292
R1 1.1299 1.1299 1.1290 1.1293
PP 1.1288 1.1288 1.1288 1.1285
S1 1.1276 1.1276 1.1285 1.1271
S2 1.1265 1.1265 1.1283
S3 1.1243 1.1254 1.1281
S4 1.1220 1.1231 1.1275
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 1.1277 0.0166 1.5% 0.0042 0.4% 7% False True 20
10 1.1443 1.0932 0.0511 4.5% 0.0070 0.6% 70% False False 17
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1395
2.618 1.1358
1.618 1.1335
1.000 1.1322
0.618 1.1313
HIGH 1.1299
0.618 1.1290
0.500 1.1288
0.382 1.1285
LOW 1.1277
0.618 1.1263
1.000 1.1254
1.618 1.1240
2.618 1.1218
4.250 1.1181
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 1.1288 1.1318
PP 1.1288 1.1308
S1 1.1288 1.1298

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

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