CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 1.1134 1.0987 -0.0147 -1.3% 1.1107
High 1.1138 1.0989 -0.0150 -1.3% 1.1138
Low 1.0994 1.0938 -0.0056 -0.5% 1.0994
Close 1.1004 1.0958 -0.0046 -0.4% 1.1004
Range 0.0145 0.0051 -0.0094 -64.7% 0.0145
ATR 0.0082 0.0081 -0.0001 -1.4% 0.0000
Volume 231 34 -197 -85.3% 294
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1114 1.1087 1.0986
R3 1.1063 1.1036 1.0972
R2 1.1012 1.1012 1.0967
R1 1.0985 1.0985 1.0963 1.0973
PP 1.0961 1.0961 1.0961 1.0955
S1 1.0934 1.0934 1.0953 1.0922
S2 1.0910 1.0910 1.0949
S3 1.0859 1.0883 1.0944
S4 1.0808 1.0832 1.0930
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1479 1.1386 1.1083
R3 1.1334 1.1241 1.1043
R2 1.1190 1.1190 1.1030
R1 1.1097 1.1097 1.1017 1.1071
PP 1.1045 1.1045 1.1045 1.1032
S1 1.0952 1.0952 1.0990 1.0926
S2 1.0901 1.0901 1.0977
S3 1.0756 1.0808 1.0964
S4 1.0612 1.0663 1.0924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1138 1.0938 0.0201 1.8% 0.0060 0.5% 10% False True 60
10 1.1296 1.0938 0.0358 3.3% 0.0050 0.5% 6% False True 42
20 1.1450 1.0928 0.0523 4.8% 0.0073 0.7% 6% False False 35
40 1.1450 1.0829 0.0621 5.7% 0.0063 0.6% 21% False False 33
60 1.1450 1.0688 0.0762 7.0% 0.0063 0.6% 35% False False 28
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 False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1205
2.618 1.1122
1.618 1.1071
1.000 1.1040
0.618 1.1020
HIGH 1.0989
0.618 1.0969
0.500 1.0963
0.382 1.0957
LOW 1.0938
0.618 1.0906
1.000 1.0887
1.618 1.0855
2.618 1.0804
4.250 1.0721
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 1.0963 1.1038
PP 1.0961 1.1011
S1 1.0960 1.0985

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

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