CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 1.1401 1.1447 0.0046 0.4% 1.1407
High 1.1419 1.1447 0.0028 0.2% 1.1491
Low 1.1401 1.1441 0.0040 0.3% 1.1319
Close 1.1419 1.1441 0.0022 0.2% 1.1321
Range 0.0018 0.0006 -0.0012 -65.7% 0.0173
ATR 0.0057 0.0055 -0.0002 -3.6% 0.0000
Volume 1 15 14 1,400.0% 59
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1461 1.1457 1.1444
R3 1.1455 1.1451 1.1442
R2 1.1449 1.1449 1.1442
R1 1.1445 1.1445 1.1441 1.1444
PP 1.1443 1.1443 1.1443 1.1442
S1 1.1439 1.1439 1.1440 1.1438
S2 1.1437 1.1437 1.1439
S3 1.1431 1.1433 1.1439
S4 1.1425 1.1427 1.1437
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 1.1447 1.1319 0.0128 1.1% 0.0022 0.2% 95% True False 10
10 1.1491 1.1319 0.0173 1.5% 0.0032 0.3% 71% False False 9
20 1.1550 1.1319 0.0232 2.0% 0.0033 0.3% 53% False False 21
40 1.1550 1.0932 0.0619 5.4% 0.0044 0.4% 82% False False 24
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1472
2.618 1.1462
1.618 1.1456
1.000 1.1453
0.618 1.1450
HIGH 1.1447
0.618 1.1444
0.500 1.1444
0.382 1.1443
LOW 1.1441
0.618 1.1437
1.000 1.1435
1.618 1.1431
2.618 1.1425
4.250 1.1415
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 1.1444 1.1429
PP 1.1443 1.1418
S1 1.1442 1.1407

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

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