CME Euro FX (E) Future September 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 1.1296 1.1190 -0.0106 -0.9% 1.1217
High 1.1296 1.1217 -0.0079 -0.7% 1.1450
Low 1.1215 1.1190 -0.0025 -0.2% 1.1208
Close 1.1222 1.1217 -0.0005 0.0% 1.1335
Range 0.0081 0.0027 -0.0054 -67.1% 0.0242
ATR 0.0092 0.0088 -0.0004 -4.7% 0.0000
Volume 63 6 -57 -90.5% 156
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1287 1.1278 1.1231
R3 1.1261 1.1252 1.1224
R2 1.1234 1.1234 1.1221
R1 1.1225 1.1225 1.1219 1.1230
PP 1.1208 1.1208 1.1208 1.1210
S1 1.1199 1.1199 1.1214 1.1203
S2 1.1181 1.1181 1.1212
S3 1.1155 1.1172 1.1209
S4 1.1128 1.1146 1.1202
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.2057 1.1938 1.1468
R3 1.1815 1.1696 1.1401
R2 1.1573 1.1573 1.1379
R1 1.1454 1.1454 1.1357 1.1513
PP 1.1331 1.1331 1.1331 1.1361
S1 1.1212 1.1212 1.1312 1.1271
S2 1.1089 1.1089 1.1290
S3 1.0847 1.0970 1.1268
S4 1.0605 1.0728 1.1201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1450 1.1190 0.0260 2.3% 0.0076 0.7% 10% False True 23
10 1.1450 1.1000 0.0450 4.0% 0.0099 0.9% 48% False False 29
20 1.1450 1.0865 0.0585 5.2% 0.0077 0.7% 60% False False 30
40 1.1450 1.0829 0.0621 5.5% 0.0057 0.5% 62% False False 25
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 0.0003
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1329
2.618 1.1286
1.618 1.1259
1.000 1.1243
0.618 1.1233
HIGH 1.1217
0.618 1.1206
0.500 1.1203
0.382 1.1200
LOW 1.1190
0.618 1.1174
1.000 1.1164
1.618 1.1147
2.618 1.1121
4.250 1.1077
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 1.1212 1.1284
PP 1.1208 1.1261
S1 1.1203 1.1239

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

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