CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 1.1158 1.1304 0.0146 1.3% 1.0928
High 1.1302 1.1304 0.0002 0.0% 1.1304
Low 1.1158 1.1200 0.0042 0.4% 1.0928
Close 1.1292 1.1225 -0.0067 -0.6% 1.1225
Range 0.0144 0.0104 -0.0040 -27.8% 0.0377
ATR 0.0085 0.0087 0.0001 1.6% 0.0000
Volume 24 22 -2 -8.3% 123
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1555 1.1494 1.1282
R3 1.1451 1.1390 1.1253
R2 1.1347 1.1347 1.1244
R1 1.1286 1.1286 1.1234 1.1264
PP 1.1243 1.1243 1.1243 1.1232
S1 1.1182 1.1182 1.1215 1.1160
S2 1.1139 1.1139 1.1205
S3 1.1035 1.1078 1.1196
S4 1.0931 1.0974 1.1167
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.2282 1.2130 1.1432
R3 1.1905 1.1753 1.1328
R2 1.1529 1.1529 1.1294
R1 1.1377 1.1377 1.1259 1.1453
PP 1.1152 1.1152 1.1152 1.1190
S1 1.1000 1.1000 1.1190 1.1076
S2 1.0776 1.0776 1.1155
S3 1.0399 1.0624 1.1121
S4 1.0023 1.0247 1.1017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1304 1.0928 0.0377 3.4% 0.0105 0.9% 79% True False 24
10 1.1304 1.0892 0.0412 3.7% 0.0080 0.7% 81% True False 30
20 1.1304 1.0865 0.0439 3.9% 0.0061 0.5% 82% True False 35
40 1.1304 1.0829 0.0475 4.2% 0.0059 0.5% 83% True False 23
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1746
2.618 1.1576
1.618 1.1472
1.000 1.1408
0.618 1.1368
HIGH 1.1304
0.618 1.1264
0.500 1.1252
0.382 1.1240
LOW 1.1200
0.618 1.1136
1.000 1.1096
1.618 1.1032
2.618 1.0928
4.250 1.0758
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 1.1252 1.1200
PP 1.1243 1.1176
S1 1.1234 1.1152

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

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