CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 1.1050 1.1079 0.0029 0.3% 1.1296
High 1.1102 1.1115 0.0014 0.1% 1.1296
Low 1.1050 1.1073 0.0023 0.2% 1.1154
Close 1.1090 1.1115 0.0026 0.2% 1.1212
Range 0.0052 0.0042 -0.0010 -18.4% 0.0142
ATR 0.0080 0.0078 -0.0003 -3.4% 0.0000
Volume 14 10 -4 -28.6% 98
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1227 1.1213 1.1138
R3 1.1185 1.1171 1.1127
R2 1.1143 1.1143 1.1123
R1 1.1129 1.1129 1.1119 1.1136
PP 1.1101 1.1101 1.1101 1.1105
S1 1.1087 1.1087 1.1111 1.1094
S2 1.1059 1.1059 1.1107
S3 1.1017 1.1045 1.1103
S4 1.0975 1.1003 1.1092
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 1.1212 1.1050 0.0162 1.5% 0.0036 0.3% 40% False False 16
10 1.1450 1.1050 0.0400 3.6% 0.0045 0.4% 16% False False 20
20 1.1450 1.0892 0.0558 5.0% 0.0073 0.7% 40% False False 30
40 1.1450 1.0829 0.0621 5.6% 0.0058 0.5% 46% False False 26
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1294
2.618 1.1225
1.618 1.1183
1.000 1.1157
0.618 1.1141
HIGH 1.1115
0.618 1.1099
0.500 1.1094
0.382 1.1089
LOW 1.1073
0.618 1.1047
1.000 1.1031
1.618 1.1005
2.618 1.0963
4.250 1.0895
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 1.1108 1.1104
PP 1.1101 1.1093
S1 1.1094 1.1083

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

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