CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 1.1370 1.1380 0.0010 0.1% 1.1510
High 1.1370 1.1380 0.0010 0.1% 1.1535
Low 1.1360 1.1380 0.0020 0.2% 1.1360
Close 1.1361 1.1380 0.0019 0.2% 1.1380
Range 0.0010 0.0000 -0.0010 -100.0% 0.0175
ATR 0.0061 0.0058 -0.0003 -5.0% 0.0000
Volume 127 0 -127 -100.0% 183
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1380 1.1380 1.1380
R3 1.1380 1.1380 1.1380
R2 1.1380 1.1380 1.1380
R1 1.1380 1.1380 1.1380 1.1380
PP 1.1380 1.1380 1.1380 1.1380
S1 1.1380 1.1380 1.1380 1.1380
S2 1.1380 1.1380 1.1380
S3 1.1380 1.1380 1.1380
S4 1.1380 1.1380 1.1380
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1950 1.1840 1.1476
R3 1.1775 1.1665 1.1428
R2 1.1600 1.1600 1.1412
R1 1.1490 1.1490 1.1396 1.1457
PP 1.1425 1.1425 1.1425 1.1409
S1 1.1315 1.1315 1.1363 1.1282
S2 1.1250 1.1250 1.1347
S3 1.1075 1.1140 1.1331
S4 1.0900 1.0965 1.1283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1535 1.1360 0.0175 1.5% 0.0027 0.2% 11% False False 36
10 1.1550 1.1360 0.0190 1.7% 0.0028 0.2% 10% False False 29
20 1.1550 1.1274 0.0277 2.4% 0.0034 0.3% 38% False False 37
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1380
2.618 1.1380
1.618 1.1380
1.000 1.1380
0.618 1.1380
HIGH 1.1380
0.618 1.1380
0.500 1.1380
0.382 1.1380
LOW 1.1380
0.618 1.1380
1.000 1.1380
1.618 1.1380
2.618 1.1380
4.250 1.1380
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 1.1380 1.1388
PP 1.1380 1.1385
S1 1.1380 1.1382

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

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