CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 1.1157 1.1107 -0.0050 -0.4% 1.1296
High 1.1212 1.1107 -0.0106 -0.9% 1.1296
Low 1.1157 1.1089 -0.0068 -0.6% 1.1154
Close 1.1212 1.1101 -0.0111 -1.0% 1.1212
Range 0.0056 0.0018 -0.0038 -68.5% 0.0142
ATR 0.0084 0.0087 0.0003 3.3% 0.0000
Volume 21 24 3 14.3% 98
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1151 1.1144 1.1111
R3 1.1134 1.1126 1.1106
R2 1.1116 1.1116 1.1104
R1 1.1109 1.1109 1.1103 1.1104
PP 1.1099 1.1099 1.1099 1.1096
S1 1.1091 1.1091 1.1099 1.1086
S2 1.1081 1.1081 1.1098
S3 1.1064 1.1074 1.1096
S4 1.1046 1.1056 1.1091
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1645 1.1570 1.1290
R3 1.1504 1.1429 1.1251
R2 1.1362 1.1362 1.1238
R1 1.1287 1.1287 1.1225 1.1254
PP 1.1221 1.1221 1.1221 1.1204
S1 1.1146 1.1146 1.1199 1.1112
S2 1.1079 1.1079 1.1186
S3 1.0938 1.1004 1.1173
S4 1.0796 1.0863 1.1134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1296 1.1089 0.0207 1.9% 0.0040 0.4% 6% False True 24
10 1.1450 1.1089 0.0361 3.3% 0.0064 0.6% 3% False True 27
20 1.1450 1.0892 0.0558 5.0% 0.0072 0.6% 37% False False 29
40 1.1450 1.0829 0.0621 5.6% 0.0057 0.5% 44% False False 26
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 0.0004
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1181
2.618 1.1152
1.618 1.1135
1.000 1.1124
0.618 1.1117
HIGH 1.1107
0.618 1.1100
0.500 1.1098
0.382 1.1096
LOW 1.1089
0.618 1.1078
1.000 1.1072
1.618 1.1061
2.618 1.1043
4.250 1.1015
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 1.1100 1.1151
PP 1.1099 1.1134
S1 1.1098 1.1118

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

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