CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 1.1447 1.1478 0.0031 0.3% 1.1353
High 1.1447 1.1542 0.0096 0.8% 1.1542
Low 1.1441 1.1478 0.0037 0.3% 1.1353
Close 1.1441 1.1542 0.0101 0.9% 1.1542
Range 0.0006 0.0065 0.0059 975.0% 0.0189
ATR 0.0055 0.0058 0.0003 6.1% 0.0000
Volume 15 14 -1 -6.7% 47
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1714 1.1692 1.1577
R3 1.1649 1.1628 1.1559
R2 1.1585 1.1585 1.1553
R1 1.1563 1.1563 1.1547 1.1574
PP 1.1520 1.1520 1.1520 1.1526
S1 1.1499 1.1499 1.1536 1.1510
S2 1.1456 1.1456 1.1530
S3 1.1391 1.1434 1.1524
S4 1.1327 1.1370 1.1506
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2046 1.1983 1.1645
R3 1.1857 1.1794 1.1593
R2 1.1668 1.1668 1.1576
R1 1.1605 1.1605 1.1559 1.1636
PP 1.1479 1.1479 1.1479 1.1495
S1 1.1416 1.1416 1.1524 1.1447
S2 1.1290 1.1290 1.1507
S3 1.1101 1.1227 1.1490
S4 1.0912 1.1038 1.1438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1542 1.1353 0.0189 1.6% 0.0025 0.2% 100% True False 9
10 1.1542 1.1319 0.0224 1.9% 0.0038 0.3% 100% True False 10
20 1.1550 1.1319 0.0232 2.0% 0.0033 0.3% 96% False False 19
40 1.1550 1.0932 0.0619 5.4% 0.0046 0.4% 99% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1816
2.618 1.1711
1.618 1.1646
1.000 1.1607
0.618 1.1582
HIGH 1.1542
0.618 1.1517
0.500 1.1510
0.382 1.1502
LOW 1.1478
0.618 1.1438
1.000 1.1413
1.618 1.1373
2.618 1.1309
4.250 1.1203
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 1.1531 1.1518
PP 1.1520 1.1495
S1 1.1510 1.1472

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

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