CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 1.0887 1.0938 0.0051 0.5% 1.1001
High 1.0965 1.1011 0.0046 0.4% 1.1088
Low 1.0874 1.0928 0.0054 0.5% 1.0828
Close 1.0952 1.0979 0.0027 0.2% 1.0891
Range 0.0091 0.0083 -0.0008 -8.8% 0.0260
ATR 0.0115 0.0113 -0.0002 -2.0% 0.0000
Volume 135,047 139,730 4,683 3.5% 1,155,278
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1222 1.1183 1.1025
R3 1.1139 1.1100 1.1002
R2 1.1056 1.1056 1.0994
R1 1.1017 1.1017 1.0987 1.1037
PP 1.0973 1.0973 1.0973 1.0982
S1 1.0934 1.0934 1.0971 1.0954
S2 1.0890 1.0890 1.0964
S3 1.0807 1.0851 1.0956
S4 1.0724 1.0768 1.0933
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1716 1.1563 1.1034
R3 1.1456 1.1303 1.0963
R2 1.1196 1.1196 1.0939
R1 1.1043 1.1043 1.0915 1.0990
PP 1.0936 1.0936 1.0936 1.0909
S1 1.0783 1.0783 1.0867 1.0730
S2 1.0676 1.0676 1.0843
S3 1.0416 1.0523 1.0820
S4 1.0156 1.0263 1.0748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0828 0.0212 1.9% 0.0093 0.8% 71% False False 196,961
10 1.1088 1.0828 0.0260 2.4% 0.0109 1.0% 58% False False 220,139
20 1.1088 1.0540 0.0548 5.0% 0.0113 1.0% 80% False False 124,097
40 1.1125 1.0540 0.0585 5.3% 0.0103 0.9% 75% False False 63,270
60 1.1524 1.0540 0.0984 9.0% 0.0101 0.9% 45% False False 42,351
80 1.1524 1.0540 0.0984 9.0% 0.0103 0.9% 45% False False 31,827
100 1.1749 1.0540 0.1209 11.0% 0.0107 1.0% 36% False False 25,492
120 1.1749 1.0540 0.1209 11.0% 0.0106 1.0% 36% False False 21,254
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1364
2.618 1.1228
1.618 1.1145
1.000 1.1094
0.618 1.1062
HIGH 1.1011
0.618 1.0979
0.500 1.0970
0.382 1.0960
LOW 1.0928
0.618 1.0877
1.000 1.0845
1.618 1.0794
2.618 1.0711
4.250 1.0575
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 1.0976 1.0960
PP 1.0973 1.0940
S1 1.0970 1.0921

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

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