CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 1.1370 1.1353 -0.0017 -0.1% 1.1407
High 1.1370 1.1353 -0.0017 -0.1% 1.1491
Low 1.1319 1.1353 0.0035 0.3% 1.1319
Close 1.1321 1.1353 0.0032 0.3% 1.1321
Range 0.0052 0.0000 -0.0052 -100.0% 0.0173
ATR 0.0062 0.0059 -0.0002 -3.4% 0.0000
Volume 19 0 -19 -100.0% 59
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1353 1.1353 1.1353
R3 1.1353 1.1353 1.1353
R2 1.1353 1.1353 1.1353
R1 1.1353 1.1353 1.1353 1.1353
PP 1.1353 1.1353 1.1353 1.1353
S1 1.1353 1.1353 1.1353 1.1353
S2 1.1353 1.1353 1.1353
S3 1.1353 1.1353 1.1353
S4 1.1353 1.1353 1.1353
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1894 1.1780 1.1416
R3 1.1722 1.1608 1.1368
R2 1.1549 1.1549 1.1353
R1 1.1435 1.1435 1.1337 1.1406
PP 1.1377 1.1377 1.1377 1.1362
S1 1.1263 1.1263 1.1305 1.1234
S2 1.1204 1.1204 1.1289
S3 1.1032 1.1090 1.1274
S4 1.0859 1.0918 1.1226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1491 1.1319 0.0173 1.5% 0.0052 0.5% 20% False False 11
10 1.1495 1.1319 0.0176 1.6% 0.0035 0.3% 20% False False 22
20 1.1550 1.1280 0.0270 2.4% 0.0041 0.4% 27% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1353
2.618 1.1353
1.618 1.1353
1.000 1.1353
0.618 1.1353
HIGH 1.1353
0.618 1.1353
0.500 1.1353
0.382 1.1353
LOW 1.1353
0.618 1.1353
1.000 1.1353
1.618 1.1353
2.618 1.1353
4.250 1.1353
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 1.1353 1.1405
PP 1.1353 1.1388
S1 1.1353 1.1370

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

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