CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 1.0979 1.0932 -0.0047 -0.4% 1.1001
High 1.0980 1.0991 0.0011 0.1% 1.1088
Low 1.0893 1.0928 0.0035 0.3% 1.0828
Close 1.0936 1.0976 0.0040 0.4% 1.0891
Range 0.0087 0.0063 -0.0024 -27.6% 0.0260
ATR 0.0111 0.0108 -0.0003 -3.1% 0.0000
Volume 119,343 51,303 -68,040 -57.0% 1,155,278
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1154 1.1128 1.1011
R3 1.1091 1.1065 1.0993
R2 1.1028 1.1028 1.0988
R1 1.1002 1.1002 1.0982 1.1015
PP 1.0965 1.0965 1.0965 1.0972
S1 1.0939 1.0939 1.0970 1.0952
S2 1.0902 1.0902 1.0964
S3 1.0839 1.0876 1.0959
S4 1.0776 1.0813 1.0941
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 1.1011 1.0830 0.0181 1.6% 0.0079 0.7% 81% False False 127,518
10 1.1088 1.0828 0.0260 2.4% 0.0098 0.9% 57% False False 188,295
20 1.1088 1.0540 0.0548 5.0% 0.0112 1.0% 80% False False 132,217
40 1.1102 1.0540 0.0562 5.1% 0.0101 0.9% 78% False False 67,511
60 1.1524 1.0540 0.0984 9.0% 0.0101 0.9% 44% False False 45,184
80 1.1524 1.0540 0.0984 9.0% 0.0102 0.9% 44% False False 33,959
100 1.1749 1.0540 0.1209 11.0% 0.0107 1.0% 36% False False 27,196
120 1.1749 1.0540 0.1209 11.0% 0.0105 1.0% 36% False False 22,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1259
2.618 1.1156
1.618 1.1093
1.000 1.1054
0.618 1.1030
HIGH 1.0991
0.618 1.0967
0.500 1.0960
0.382 1.0952
LOW 1.0928
0.618 1.0889
1.000 1.0865
1.618 1.0826
2.618 1.0763
4.250 1.0660
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 1.0971 1.0968
PP 1.0965 1.0960
S1 1.0960 1.0952

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

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