CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 1.1555 1.1650 0.0095 0.8% 1.1353
High 1.1618 1.1700 0.0082 0.7% 1.1542
Low 1.1555 1.1597 0.0042 0.4% 1.1353
Close 1.1614 1.1597 -0.0017 -0.1% 1.1542
Range 0.0063 0.0103 0.0040 63.5% 0.0189
ATR 0.0060 0.0063 0.0003 5.2% 0.0000
Volume 28 96 68 242.9% 47
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 1.1940 1.1872 1.1654
R3 1.1837 1.1769 1.1625
R2 1.1734 1.1734 1.1616
R1 1.1666 1.1666 1.1606 1.1649
PP 1.1631 1.1631 1.1631 1.1623
S1 1.1563 1.1563 1.1588 1.1546
S2 1.1528 1.1528 1.1578
S3 1.1425 1.1460 1.1569
S4 1.1322 1.1357 1.1540
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 1.1700 1.1401 0.0299 2.6% 0.0051 0.4% 66% True False 30
10 1.1700 1.1319 0.0382 3.3% 0.0051 0.4% 73% True False 21
20 1.1700 1.1319 0.0382 3.3% 0.0038 0.3% 73% True False 22
40 1.1700 1.0932 0.0769 6.6% 0.0047 0.4% 87% True False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2138
2.618 1.1970
1.618 1.1867
1.000 1.1803
0.618 1.1764
HIGH 1.1700
0.618 1.1661
0.500 1.1649
0.382 1.1636
LOW 1.1597
0.618 1.1533
1.000 1.1494
1.618 1.1430
2.618 1.1327
4.250 1.1159
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 1.1649 1.1594
PP 1.1631 1.1592
S1 1.1614 1.1589

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

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