CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 1.1324 1.1252 -0.0072 -0.6% 1.1157
High 1.1342 1.1254 -0.0089 -0.8% 1.1386
Low 1.1222 1.1132 -0.0091 -0.8% 1.1096
Close 1.1264 1.1152 -0.0113 -1.0% 1.1264
Range 0.0120 0.0122 0.0002 1.7% 0.0290
ATR 0.0122 0.0123 0.0001 0.6% 0.0000
Volume 219,133 252,501 33,368 15.2% 1,315,156
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1545 1.1470 1.1219
R3 1.1423 1.1348 1.1185
R2 1.1301 1.1301 1.1174
R1 1.1226 1.1226 1.1163 1.1203
PP 1.1179 1.1179 1.1179 1.1167
S1 1.1104 1.1104 1.1140 1.1081
S2 1.1057 1.1057 1.1129
S3 1.0935 1.0982 1.1118
S4 1.0813 1.0860 1.1084
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.2117 1.1980 1.1423
R3 1.1828 1.1691 1.1344
R2 1.1538 1.1538 1.1317
R1 1.1401 1.1401 1.1291 1.1470
PP 1.1249 1.1249 1.1249 1.1283
S1 1.1112 1.1112 1.1237 1.1180
S2 1.0959 1.0959 1.1211
S3 1.0670 1.0822 1.1184
S4 1.0380 1.0533 1.1105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1386 1.1132 0.0254 2.3% 0.0134 1.2% 8% False True 270,904
10 1.1386 1.0897 0.0489 4.4% 0.0142 1.3% 52% False False 265,109
20 1.1386 1.0789 0.0597 5.3% 0.0118 1.1% 61% False False 232,865
40 1.1386 1.0728 0.0658 5.9% 0.0108 1.0% 64% False False 202,732
60 1.1386 1.0540 0.0846 7.6% 0.0110 1.0% 72% False False 165,280
80 1.1406 1.0540 0.0866 7.8% 0.0108 1.0% 71% False False 124,378
100 1.1524 1.0540 0.0984 8.8% 0.0105 0.9% 62% False False 99,589
120 1.1630 1.0540 0.1090 9.8% 0.0108 1.0% 56% False False 83,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1772
2.618 1.1573
1.618 1.1451
1.000 1.1376
0.618 1.1329
HIGH 1.1254
0.618 1.1207
0.500 1.1193
0.382 1.1178
LOW 1.1132
0.618 1.1056
1.000 1.1010
1.618 1.0934
2.618 1.0812
4.250 1.0613
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 1.1193 1.1259
PP 1.1179 1.1223
S1 1.1165 1.1187

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

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