CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 1.1515 1.1471 -0.0044 -0.4% 1.1555
High 1.1551 1.1488 -0.0063 -0.5% 1.1700
Low 1.1485 1.1465 -0.0020 -0.2% 1.1485
Close 1.1485 1.1474 -0.0011 -0.1% 1.1485
Range 0.0066 0.0023 -0.0043 -65.2% 0.0215
ATR 0.0064 0.0061 -0.0003 -4.6% 0.0000
Volume 6 36 30 500.0% 161
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 1.1545 1.1532 1.1487
R3 1.1522 1.1509 1.1480
R2 1.1499 1.1499 1.1478
R1 1.1486 1.1486 1.1476 1.1493
PP 1.1476 1.1476 1.1476 1.1479
S1 1.1463 1.1463 1.1472 1.1470
S2 1.1453 1.1453 1.1470
S3 1.1430 1.1440 1.1468
S4 1.1407 1.1417 1.1461
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.2202 1.2058 1.1603
R3 1.1987 1.1843 1.1544
R2 1.1772 1.1772 1.1524
R1 1.1628 1.1628 1.1505 1.1593
PP 1.1557 1.1557 1.1557 1.1539
S1 1.1413 1.1413 1.1465 1.1378
S2 1.1342 1.1342 1.1446
S3 1.1127 1.1198 1.1426
S4 1.0912 1.0983 1.1367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1700 1.1465 0.0235 2.0% 0.0064 0.6% 4% False True 33
10 1.1700 1.1368 0.0332 2.9% 0.0050 0.4% 32% False False 24
20 1.1700 1.1319 0.0382 3.3% 0.0043 0.4% 41% False False 23
40 1.1700 1.1204 0.0497 4.3% 0.0041 0.4% 54% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1586
2.618 1.1548
1.618 1.1525
1.000 1.1511
0.618 1.1502
HIGH 1.1488
0.618 1.1479
0.500 1.1477
0.382 1.1474
LOW 1.1465
0.618 1.1451
1.000 1.1442
1.618 1.1428
2.618 1.1405
4.250 1.1367
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 1.1477 1.1520
PP 1.1476 1.1505
S1 1.1475 1.1489

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

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