CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 1.1157 1.1209 0.0052 0.5% 1.0841
High 1.1226 1.1349 0.0123 1.1% 1.1270
Low 1.1096 1.1172 0.0076 0.7% 1.0825
Close 1.1222 1.1296 0.0075 0.7% 1.1155
Range 0.0130 0.0177 0.0047 35.8% 0.0445
ATR 0.0117 0.0121 0.0004 3.6% 0.0000
Volume 213,136 277,498 64,362 30.2% 1,247,675
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1802 1.1725 1.1393
R3 1.1625 1.1549 1.1345
R2 1.1449 1.1449 1.1328
R1 1.1372 1.1372 1.1312 1.1411
PP 1.1272 1.1272 1.1272 1.1291
S1 1.1196 1.1196 1.1280 1.1234
S2 1.1096 1.1096 1.1264
S3 1.0919 1.1019 1.1247
S4 1.0743 1.0843 1.1199
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.2418 1.2231 1.1399
R3 1.1973 1.1786 1.1277
R2 1.1528 1.1528 1.1236
R1 1.1341 1.1341 1.1195 1.1435
PP 1.1083 1.1083 1.1083 1.1130
S1 1.0896 1.0896 1.1114 1.0990
S2 1.0638 1.0638 1.1073
S3 1.0193 1.0451 1.1032
S4 0.9748 1.0006 1.0910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1349 1.0914 0.0435 3.8% 0.0174 1.5% 88% True False 284,305
10 1.1349 1.0821 0.0528 4.7% 0.0133 1.2% 90% True False 240,211
20 1.1349 1.0789 0.0560 5.0% 0.0114 1.0% 91% True False 221,195
40 1.1349 1.0728 0.0621 5.5% 0.0108 1.0% 92% True False 201,292
60 1.1349 1.0540 0.0809 7.2% 0.0108 1.0% 94% True False 147,524
80 1.1524 1.0540 0.0984 8.7% 0.0106 0.9% 77% False False 110,938
100 1.1524 1.0540 0.0984 8.7% 0.0106 0.9% 77% False False 88,834
120 1.1749 1.0540 0.1209 10.7% 0.0110 1.0% 63% False False 74,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2099
2.618 1.1811
1.618 1.1634
1.000 1.1525
0.618 1.1458
HIGH 1.1349
0.618 1.1281
0.500 1.1260
0.382 1.1239
LOW 1.1172
0.618 1.1063
1.000 1.0996
1.618 1.0886
2.618 1.0710
4.250 1.0422
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 1.1284 1.1271
PP 1.1272 1.1247
S1 1.1260 1.1222

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

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