CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 1.1380 1.1407 0.0027 0.2% 1.1510
High 1.1380 1.1407 0.0027 0.2% 1.1535
Low 1.1380 1.1407 0.0027 0.2% 1.1360
Close 1.1380 1.1407 0.0027 0.2% 1.1380
Range
ATR 0.0058 0.0056 -0.0002 -3.8% 0.0000
Volume 0 1 1 183
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1407 1.1407 1.1407
R3 1.1407 1.1407 1.1407
R2 1.1407 1.1407 1.1407
R1 1.1407 1.1407 1.1407 1.1407
PP 1.1407 1.1407 1.1407 1.1407
S1 1.1407 1.1407 1.1407 1.1407
S2 1.1407 1.1407 1.1407
S3 1.1407 1.1407 1.1407
S4 1.1407 1.1407 1.1407
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 1.1495 1.1360 0.0135 1.2% 0.0018 0.2% 35% False False 32
10 1.1550 1.1360 0.0190 1.7% 0.0024 0.2% 24% False False 26
20 1.1550 1.1274 0.0277 2.4% 0.0033 0.3% 48% False False 37
Crabel Price Patterns
NR False
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 0.0004
Fibonacci Retracements and Extensions
4.250 1.1407
2.618 1.1407
1.618 1.1407
1.000 1.1407
0.618 1.1407
HIGH 1.1407
0.618 1.1407
0.500 1.1407
0.382 1.1407
LOW 1.1407
0.618 1.1407
1.000 1.1407
1.618 1.1407
2.618 1.1407
4.250 1.1407
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 1.1407 1.1399
PP 1.1407 1.1391
S1 1.1407 1.1383

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

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