CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 1.1217 1.1318 0.0101 0.9% 1.0928
High 1.1293 1.1400 0.0107 0.9% 1.1304
Low 1.1208 1.1318 0.0110 1.0% 1.0928
Close 1.1293 1.1369 0.0076 0.7% 1.1225
Range 0.0085 0.0082 -0.0003 -3.5% 0.0377
ATR 0.0086 0.0088 0.0001 1.7% 0.0000
Volume 38 68 30 78.9% 123
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1608 1.1571 1.1414
R3 1.1526 1.1489 1.1392
R2 1.1444 1.1444 1.1384
R1 1.1407 1.1407 1.1377 1.1426
PP 1.1362 1.1362 1.1362 1.1372
S1 1.1325 1.1325 1.1361 1.1344
S2 1.1280 1.1280 1.1354
S3 1.1198 1.1243 1.1346
S4 1.1116 1.1161 1.1324
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 1.1400 1.1000 0.0400 3.5% 0.0123 1.1% 92% True False 35
10 1.1400 1.0892 0.0508 4.5% 0.0092 0.8% 94% True False 39
20 1.1400 1.0865 0.0535 4.7% 0.0067 0.6% 94% True False 38
40 1.1400 1.0829 0.0571 5.0% 0.0058 0.5% 95% True False 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1749
2.618 1.1615
1.618 1.1533
1.000 1.1482
0.618 1.1451
HIGH 1.1400
0.618 1.1369
0.500 1.1359
0.382 1.1349
LOW 1.1318
0.618 1.1267
1.000 1.1236
1.618 1.1185
2.618 1.1103
4.250 1.0970
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 1.1366 1.1346
PP 1.1362 1.1323
S1 1.1359 1.1300

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

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