CME Euro FX (E) Future March 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 1.1252 1.1148 -0.0104 -0.9% 1.1157
High 1.1254 1.1187 -0.0067 -0.6% 1.1386
Low 1.1132 1.1113 -0.0019 -0.2% 1.1096
Close 1.1152 1.1146 -0.0006 0.0% 1.1264
Range 0.0122 0.0074 -0.0049 -39.8% 0.0290
ATR 0.0123 0.0119 -0.0004 -2.9% 0.0000
Volume 252,501 172,728 -79,773 -31.6% 1,315,156
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1369 1.1331 1.1186
R3 1.1296 1.1258 1.1166
R2 1.1222 1.1222 1.1159
R1 1.1184 1.1184 1.1153 1.1166
PP 1.1149 1.1149 1.1149 1.1140
S1 1.1111 1.1111 1.1139 1.1093
S2 1.1075 1.1075 1.1133
S3 1.1002 1.1037 1.1126
S4 1.0928 1.0964 1.1106
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 1.1113 0.0273 2.4% 0.0114 1.0% 12% False True 249,950
10 1.1386 1.0914 0.0472 4.2% 0.0144 1.3% 49% False False 267,127
20 1.1386 1.0789 0.0597 5.4% 0.0118 1.1% 60% False False 230,203
40 1.1386 1.0728 0.0658 5.9% 0.0108 1.0% 64% False False 201,402
60 1.1386 1.0540 0.0846 7.6% 0.0110 1.0% 72% False False 168,122
80 1.1386 1.0540 0.0846 7.6% 0.0108 1.0% 72% False False 126,533
100 1.1524 1.0540 0.0984 8.8% 0.0105 0.9% 62% False False 101,312
120 1.1597 1.0540 0.1057 9.5% 0.0107 1.0% 57% False False 84,465
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 0.0028
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1499
2.618 1.1379
1.618 1.1305
1.000 1.1260
0.618 1.1232
HIGH 1.1187
0.618 1.1158
0.500 1.1150
0.382 1.1141
LOW 1.1113
0.618 1.1068
1.000 1.1040
1.618 1.0994
2.618 1.0921
4.250 1.0801
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 1.1150 1.1228
PP 1.1149 1.1200
S1 1.1147 1.1173

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

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