CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 1.1299 1.1286 -0.0013 -0.1% 1.1220
High 1.1299 1.1286 -0.0013 -0.1% 1.1443
Low 1.1277 1.1277 0.0000 0.0% 1.1204
Close 1.1288 1.1277 -0.0011 -0.1% 1.1374
Range 0.0023 0.0010 -0.0013 -57.8% 0.0239
ATR 0.0075 0.0070 -0.0005 -6.1% 0.0000
Volume 17 2 -15 -88.2% 65
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1308 1.1302 1.1282
R3 1.1299 1.1292 1.1279
R2 1.1289 1.1289 1.1278
R1 1.1283 1.1283 1.1277 1.1281
PP 1.1280 1.1280 1.1280 1.1279
S1 1.1273 1.1273 1.1276 1.1272
S2 1.1270 1.1270 1.1275
S3 1.1261 1.1264 1.1274
S4 1.1251 1.1254 1.1271
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 1.1393 1.1277 0.0117 1.0% 0.0016 0.1% 0% False True 17
10 1.1443 1.1204 0.0239 2.1% 0.0031 0.3% 31% False False 14
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1326
2.618 1.1311
1.618 1.1301
1.000 1.1296
0.618 1.1292
HIGH 1.1286
0.618 1.1282
0.500 1.1281
0.382 1.1280
LOW 1.1277
0.618 1.1271
1.000 1.1267
1.618 1.1261
2.618 1.1252
4.250 1.1236
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 1.1281 1.1302
PP 1.1280 1.1293
S1 1.1278 1.1285

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

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