CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 15-Mar-2016
Day Change Summary
Previous Current
14-Mar-2016 15-Mar-2016 Change Change % Previous Week
Open 1.1220 1.1220 0.0001 0.0% 1.1123
High 1.1220 1.1220 0.0001 0.0% 1.1326
Low 1.1204 1.1220 0.0017 0.1% 1.0932
Close 1.1206 1.1220 0.0015 0.1% 1.1270
Range 0.0016 0.0000 -0.0016 -100.0% 0.0394
ATR
Volume 3 1 -2 -66.7% 46
Daily Pivots for day following 15-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1220 1.1220 1.1220
R3 1.1220 1.1220 1.1220
R2 1.1220 1.1220 1.1220
R1 1.1220 1.1220 1.1220 1.1220
PP 1.1220 1.1220 1.1220 1.1220
S1 1.1220 1.1220 1.1220 1.1220
S2 1.1220 1.1220 1.1220
S3 1.1220 1.1220 1.1220
S4 1.1220 1.1220 1.1220
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.2358 1.2208 1.1486
R3 1.1964 1.1814 1.1378
R2 1.1570 1.1570 1.1342
R1 1.1420 1.1420 1.1306 1.1495
PP 1.1176 1.1176 1.1176 1.1213
S1 1.1026 1.1026 1.1233 1.1101
S2 1.0782 1.0782 1.1197
S3 1.0388 1.0632 1.1161
S4 0.9994 1.0238 1.1053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1326 1.0932 0.0394 3.5% 0.0093 0.8% 73% False False 7
10 1.1326 1.0932 0.0394 3.5% 0.0061 0.5% 73% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1220
2.618 1.1220
1.618 1.1220
1.000 1.1220
0.618 1.1220
HIGH 1.1220
0.618 1.1220
0.500 1.1220
0.382 1.1220
LOW 1.1220
0.618 1.1220
1.000 1.1220
1.618 1.1220
2.618 1.1220
4.250 1.1220
Fisher Pivots for day following 15-Mar-2016
Pivot 1 day 3 day
R1 1.1220 1.1240
PP 1.1220 1.1233
S1 1.1220 1.1227

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

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