CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 30-Mar-2016

Day Change Summary
	Previous	Current
	29-Mar-2016	30-Mar-2016	Change	Change %	Previous Week
Open	1.1280	1.1393	0.0113	1.0%	1.1360
High	1.1400	1.1465	0.0066	0.6%	1.1360
Low	1.1280	1.1393	0.0113	1.0%	1.1277
Close	1.1400	1.1438	0.0039	0.3%	1.1277
Range	0.0120	0.0072	-0.0048	-39.7%	0.0084
ATR	0.0072	0.0072	0.0000	0.0%	0.0000
Volume	17	272	255	1,500.0%	81

Daily Pivots for day following 30-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1648	1.1615	1.1478
R3	1.1576	1.1543	1.1458
R2	1.1504	1.1504	1.1451
R1	1.1471	1.1471	1.1445	1.1488
PP	1.1432	1.1432	1.1432	1.1440
S1	1.1399	1.1399	1.1431	1.1416
S2	1.1360	1.1360	1.1425
S3	1.1288	1.1327	1.1418
S4	1.1216	1.1255	1.1398

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	1.1465	1.1274	0.0192	1.7%	0.0054	0.5%	86%	True	False	62
10	1.1465	1.1274	0.0192	1.7%	0.0050	0.4%	86%	True	False	43
20	1.1465	1.0932	0.0534	4.7%	0.0056	0.5%	95%	True	False	26

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 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1771
2.618	1.1653
1.618	1.1581
1.000	1.1537
0.618	1.1509
HIGH	1.1465
0.618	1.1437
0.500	1.1429
0.382	1.1421
LOW	1.1393
0.618	1.1349
1.000	1.1321
1.618	1.1277
2.618	1.1205
4.250	1.1087

Fisher Pivots for day following 30-Mar-2016
Pivot	1 day	3 day
R1	1.1435	1.1415
PP	1.1432	1.1392
S1	1.1429	1.1369

Download as Excel Spreadsheet

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

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