CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 1.1478 1.1555 0.0078 0.7% 1.1353
High 1.1542 1.1618 0.0076 0.7% 1.1542
Low 1.1478 1.1555 0.0078 0.7% 1.1353
Close 1.1542 1.1614 0.0072 0.6% 1.1542
Range 0.0065 0.0063 -0.0002 -2.3% 0.0189
ATR 0.0058 0.0060 0.0001 2.2% 0.0000
Volume 14 28 14 100.0% 47
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 1.1785 1.1762 1.1648
R3 1.1722 1.1699 1.1631
R2 1.1659 1.1659 1.1625
R1 1.1636 1.1636 1.1619 1.1647
PP 1.1596 1.1596 1.1596 1.1601
S1 1.1573 1.1573 1.1608 1.1584
S2 1.1533 1.1533 1.1602
S3 1.1470 1.1510 1.1596
S4 1.1407 1.1447 1.1579
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 1.1618 1.1368 0.0250 2.2% 0.0037 0.3% 98% True False 15
10 1.1618 1.1319 0.0300 2.6% 0.0045 0.4% 98% True False 13
20 1.1618 1.1319 0.0300 2.6% 0.0034 0.3% 98% True False 19
40 1.1618 1.0932 0.0687 5.9% 0.0045 0.4% 99% True 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1886
2.618 1.1783
1.618 1.1720
1.000 1.1681
0.618 1.1657
HIGH 1.1618
0.618 1.1594
0.500 1.1587
0.382 1.1579
LOW 1.1555
0.618 1.1516
1.000 1.1492
1.618 1.1453
2.618 1.1390
4.250 1.1287
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 1.1605 1.1585
PP 1.1596 1.1557
S1 1.1587 1.1529

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

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