CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 1.1032 1.1014 -0.0018 -0.2% 1.0972
High 1.1032 1.1016 -0.0016 -0.1% 1.1066
Low 1.1032 1.1011 -0.0021 -0.2% 1.0972
Close 1.1032 1.1016 -0.0016 -0.1% 1.1046
Range 0.0000 0.0005 0.0005 0.0094
ATR 0.0084 0.0080 -0.0005 -5.4% 0.0000
Volume 0 2 2 22
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1029 1.1028 1.1019
R3 1.1024 1.1023 1.1017
R2 1.1019 1.1019 1.1017
R1 1.1018 1.1018 1.1016 1.1019
PP 1.1014 1.1014 1.1014 1.1015
S1 1.1013 1.1013 1.1016 1.1014
S2 1.1009 1.1009 1.1015
S3 1.1004 1.1008 1.1015
S4 1.0999 1.1003 1.1013
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1310 1.1272 1.1098
R3 1.1216 1.1178 1.1072
R2 1.1122 1.1122 1.1063
R1 1.1084 1.1084 1.1055 1.1103
PP 1.1028 1.1028 1.1028 1.1038
S1 1.0990 1.0990 1.1037 1.1009
S2 1.0934 1.0934 1.1029
S3 1.0840 1.0896 1.1020
S4 1.0746 1.0802 1.0994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1080 1.0992 0.0088 0.8% 0.0008 0.1% 27% False False 3
10 1.1100 1.0899 0.0201 1.8% 0.0032 0.3% 58% False False 7
20 1.1153 1.0688 0.0465 4.2% 0.0064 0.6% 71% False False 19
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1037
2.618 1.1029
1.618 1.1024
1.000 1.1021
0.618 1.1019
HIGH 1.1016
0.618 1.1014
0.500 1.1014
0.382 1.1013
LOW 1.1011
0.618 1.1008
1.000 1.1006
1.618 1.1003
2.618 1.0998
4.250 1.0990
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 1.1015 1.1046
PP 1.1014 1.1036
S1 1.1014 1.1026

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

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