CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 1.0941 1.0960 0.0019 0.2% 1.0884
High 1.0950 1.0988 0.0038 0.3% 1.0966
Low 1.0812 1.0865 0.0053 0.5% 1.0728
Close 1.0920 1.0890 -0.0031 -0.3% 1.0920
Range 0.0138 0.0123 -0.0016 -11.2% 0.0238
ATR 0.0110 0.0111 0.0001 0.8% 0.0000
Volume 291,114 163,839 -127,275 -43.7% 1,215,600
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1282 1.1208 1.0957
R3 1.1159 1.1086 1.0923
R2 1.1037 1.1037 1.0912
R1 1.0963 1.0963 1.0901 1.0939
PP 1.0914 1.0914 1.0914 1.0902
S1 1.0841 1.0841 1.0878 1.0816
S2 1.0792 1.0792 1.0867
S3 1.0669 1.0718 1.0856
S4 1.0547 1.0596 1.0822
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1585 1.1491 1.1051
R3 1.1347 1.1253 1.0985
R2 1.1109 1.1109 1.0964
R1 1.1015 1.1015 1.0942 1.1062
PP 1.0871 1.0871 1.0871 1.0895
S1 1.0777 1.0777 1.0898 1.0824
S2 1.0633 1.0633 1.0876
S3 1.0395 1.0539 1.0855
S4 1.0157 1.0301 1.0789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0988 1.0728 0.0260 2.4% 0.0129 1.2% 62% True False 224,437
10 1.1016 1.0728 0.0288 2.6% 0.0107 1.0% 56% False False 174,485
20 1.1088 1.0728 0.0360 3.3% 0.0103 0.9% 45% False False 181,390
40 1.1088 1.0540 0.0548 5.0% 0.0105 1.0% 64% False False 110,689
60 1.1524 1.0540 0.0984 9.0% 0.0103 0.9% 36% False False 74,186
80 1.1524 1.0540 0.0984 9.0% 0.0104 1.0% 36% False False 55,744
100 1.1749 1.0540 0.1209 11.1% 0.0109 1.0% 29% False False 44,630
120 1.1749 1.0540 0.1209 11.1% 0.0106 1.0% 29% False False 37,210
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 True
Stretch 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1508
2.618 1.1308
1.618 1.1186
1.000 1.1110
0.618 1.1063
HIGH 1.0988
0.618 1.0941
0.500 1.0926
0.382 1.0912
LOW 1.0865
0.618 1.0789
1.000 1.0743
1.618 1.0667
2.618 1.0544
4.250 1.0344
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 1.0926 1.0889
PP 1.0914 1.0888
S1 1.0902 1.0888

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

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