CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 1.1286 1.1274 -0.0013 -0.1% 1.1360
High 1.1286 1.1319 0.0033 0.3% 1.1360
Low 1.1277 1.1274 -0.0003 0.0% 1.1277
Close 1.1277 1.1307 0.0030 0.3% 1.1277
Range 0.0010 0.0046 0.0036 378.9% 0.0084
ATR 0.0070 0.0069 -0.0002 -2.5% 0.0000
Volume 2 5 3 150.0% 81
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1436 1.1417 1.1332
R3 1.1391 1.1371 1.1319
R2 1.1345 1.1345 1.1315
R1 1.1326 1.1326 1.1311 1.1336
PP 1.1300 1.1300 1.1300 1.1305
S1 1.1280 1.1280 1.1302 1.1290
S2 1.1254 1.1254 1.1298
S3 1.1209 1.1235 1.1294
S4 1.1163 1.1189 1.1281
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1555 1.1499 1.1322
R3 1.1471 1.1416 1.1299
R2 1.1388 1.1388 1.1292
R1 1.1332 1.1332 1.1284 1.1318
PP 1.1304 1.1304 1.1304 1.1297
S1 1.1249 1.1249 1.1269 1.1235
S2 1.1221 1.1221 1.1261
S3 1.1137 1.1165 1.1254
S4 1.1054 1.1082 1.1231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1360 1.1274 0.0087 0.8% 0.0021 0.2% 38% False True 17
10 1.1443 1.1204 0.0239 2.1% 0.0033 0.3% 43% False False 15
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 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1512
2.618 1.1438
1.618 1.1393
1.000 1.1365
0.618 1.1347
HIGH 1.1319
0.618 1.1302
0.500 1.1296
0.382 1.1291
LOW 1.1274
0.618 1.1245
1.000 1.1228
1.618 1.1200
2.618 1.1154
4.250 1.1080
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 1.1303 1.1303
PP 1.1300 1.1300
S1 1.1296 1.1296

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

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