CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 1.1059 1.1093 0.0035 0.3% 1.0987
High 1.1096 1.1125 0.0029 0.3% 1.1098
Low 1.1023 1.1070 0.0047 0.4% 1.0905
Close 1.1092 1.1078 -0.0014 -0.1% 1.1074
Range 0.0073 0.0056 -0.0018 -24.0% 0.0193
ATR 0.0079 0.0078 -0.0002 -2.1% 0.0000
Volume 83 415 332 400.0% 640
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1257 1.1223 1.1108
R3 1.1202 1.1167 1.1093
R2 1.1146 1.1146 1.1088
R1 1.1112 1.1112 1.1083 1.1101
PP 1.1091 1.1091 1.1091 1.1085
S1 1.1056 1.1056 1.1072 1.1046
S2 1.1035 1.1035 1.1067
S3 1.0980 1.1001 1.1062
S4 1.0924 1.0945 1.1047
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1605 1.1532 1.1180
R3 1.1412 1.1339 1.1127
R2 1.1219 1.1219 1.1109
R1 1.1146 1.1146 1.1091 1.1182
PP 1.1026 1.1026 1.1026 1.1044
S1 1.0953 1.0953 1.1056 1.0989
S2 1.0833 1.0833 1.1038
S3 1.0640 1.0760 1.1020
S4 1.0447 1.0567 1.0967
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1125 1.0905 0.0220 2.0% 0.0077 0.7% 78% True False 216
10 1.1138 1.0905 0.0233 2.1% 0.0069 0.6% 74% False False 139
20 1.1450 1.0905 0.0545 4.9% 0.0063 0.6% 32% False False 82
40 1.1450 1.0865 0.0585 5.3% 0.0063 0.6% 36% False False 59
60 1.1450 1.0829 0.0621 5.6% 0.0059 0.5% 40% False False 43
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1361
2.618 1.1270
1.618 1.1215
1.000 1.1181
0.618 1.1159
HIGH 1.1125
0.618 1.1104
0.500 1.1097
0.382 1.1091
LOW 1.1070
0.618 1.1035
1.000 1.1014
1.618 1.0980
2.618 1.0924
4.250 1.0834
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 1.1097 1.1070
PP 1.1091 1.1063
S1 1.1084 1.1056

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

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