CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 1.1297 1.1289 -0.0008 -0.1% 1.0841
High 1.1321 1.1386 0.0065 0.6% 1.1270
Low 1.1170 1.1283 0.0113 1.0% 1.0825
Close 1.1290 1.1332 0.0043 0.4% 1.1155
Range 0.0151 0.0103 -0.0048 -31.6% 0.0445
ATR 0.0123 0.0122 -0.0001 -1.2% 0.0000
Volume 266,681 338,708 72,027 27.0% 1,247,675
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1642 1.1590 1.1389
R3 1.1539 1.1487 1.1360
R2 1.1436 1.1436 1.1351
R1 1.1384 1.1384 1.1341 1.1410
PP 1.1333 1.1333 1.1333 1.1346
S1 1.1281 1.1281 1.1323 1.1307
S2 1.1230 1.1230 1.1313
S3 1.1127 1.1178 1.1304
S4 1.1024 1.1075 1.1275
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 1.1386 1.1096 0.0290 2.6% 0.0142 1.3% 82% True False 275,661
10 1.1386 1.0821 0.0565 5.0% 0.0142 1.3% 91% True False 262,169
20 1.1386 1.0789 0.0597 5.3% 0.0118 1.0% 91% True False 234,353
40 1.1386 1.0728 0.0658 5.8% 0.0109 1.0% 92% True False 203,743
60 1.1386 1.0540 0.0846 7.5% 0.0108 1.0% 94% True False 157,534
80 1.1415 1.0540 0.0875 7.7% 0.0106 0.9% 91% False False 118,494
100 1.1524 1.0540 0.0984 8.7% 0.0105 0.9% 80% False False 94,877
120 1.1749 1.0540 0.1209 10.7% 0.0110 1.0% 66% False False 79,100
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 0.0025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1823
2.618 1.1655
1.618 1.1552
1.000 1.1489
0.618 1.1449
HIGH 1.1386
0.618 1.1346
0.500 1.1334
0.382 1.1322
LOW 1.1283
0.618 1.1219
1.000 1.1180
1.618 1.1116
2.618 1.1013
4.250 1.0845
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 1.1334 1.1314
PP 1.1333 1.1296
S1 1.1333 1.1278

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

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