CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 1.1288 1.1321 0.0033 0.3% 1.1256
High 1.1324 1.1363 0.0040 0.3% 1.1342
Low 1.1278 1.1306 0.0028 0.2% 1.1209
Close 1.1316 1.1339 0.0024 0.2% 1.1316
Range 0.0046 0.0058 0.0012 26.4% 0.0133
ATR 0.0065 0.0064 -0.0001 -0.8% 0.0000
Volume 360 4,778 4,418 1,227.2% 1,392
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1508 1.1481 1.1371
R3 1.1451 1.1424 1.1355
R2 1.1393 1.1393 1.1350
R1 1.1366 1.1366 1.1344 1.1380
PP 1.1336 1.1336 1.1336 1.1343
S1 1.1309 1.1309 1.1334 1.1322
S2 1.1278 1.1278 1.1328
S3 1.1221 1.1251 1.1323
S4 1.1163 1.1194 1.1307
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1688 1.1635 1.1389
R3 1.1555 1.1502 1.1352
R2 1.1422 1.1422 1.1340
R1 1.1369 1.1369 1.1328 1.1395
PP 1.1289 1.1289 1.1289 1.1302
S1 1.1236 1.1236 1.1303 1.1262
S2 1.1156 1.1156 1.1291
S3 1.1023 1.1103 1.1279
S4 1.0890 1.0970 1.1242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1363 1.1209 0.0154 1.4% 0.0062 0.5% 84% True False 1,219
10 1.1363 1.1209 0.0154 1.4% 0.0060 0.5% 84% True False 733
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1607
2.618 1.1514
1.618 1.1456
1.000 1.1421
0.618 1.1399
HIGH 1.1363
0.618 1.1341
0.500 1.1334
0.382 1.1327
LOW 1.1306
0.618 1.1270
1.000 1.1248
1.618 1.1212
2.618 1.1155
4.250 1.1061
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 1.1337 1.1331
PP 1.1336 1.1324
S1 1.1334 1.1316

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

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