CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 1.0900 1.0932 0.0032 0.3% 1.0967
High 1.0901 1.0938 0.0037 0.3% 1.1040
Low 1.0875 1.0923 0.0048 0.4% 1.0865
Close 1.0875 1.0923 0.0048 0.4% 1.0875
Range 0.0026 0.0015 -0.0011 -42.3% 0.0175
ATR 0.0074 0.0073 -0.0001 -1.1% 0.0000
Volume 4 3 -1 -25.0% 94
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.0973 1.0963 1.0931
R3 1.0958 1.0948 1.0927
R2 1.0943 1.0943 1.0925
R1 1.0933 1.0933 1.0924 1.0930
PP 1.0928 1.0928 1.0928 1.0926
S1 1.0918 1.0918 1.0921 1.0915
S2 1.0913 1.0913 1.0920
S3 1.0898 1.0903 1.0918
S4 1.0883 1.0888 1.0914
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1450 1.1337 1.0971
R3 1.1276 1.1163 1.0923
R2 1.1101 1.1101 1.0907
R1 1.0988 1.0988 1.0891 1.0957
PP 1.0927 1.0927 1.0927 1.0911
S1 1.0814 1.0814 1.0859 1.0783
S2 1.0752 1.0752 1.0843
S3 1.0578 1.0639 1.0827
S4 1.0403 1.0465 1.0779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0865 0.0175 1.6% 0.0051 0.5% 33% False False 19
10 1.1040 1.0865 0.0175 1.6% 0.0041 0.4% 33% False False 39
20 1.1080 1.0829 0.0251 2.3% 0.0041 0.4% 37% False False 22
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 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1001
2.618 1.0977
1.618 1.0962
1.000 1.0953
0.618 1.0947
HIGH 1.0938
0.618 1.0932
0.500 1.0930
0.382 1.0928
LOW 1.0923
0.618 1.0913
1.000 1.0908
1.618 1.0898
2.618 1.0883
4.250 1.0859
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 1.0930 1.0919
PP 1.0928 1.0916
S1 1.0925 1.0913

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

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