CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 1.1467 1.1504 0.0037 0.3% 1.1555
High 1.1522 1.1504 -0.0018 -0.2% 1.1700
Low 1.1467 1.1459 -0.0009 -0.1% 1.1485
Close 1.1511 1.1459 -0.0052 -0.5% 1.1485
Range 0.0055 0.0045 -0.0010 -17.4% 0.0215
ATR 0.0059 0.0059 -0.0001 -0.9% 0.0000
Volume 46 31 -15 -32.6% 161
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 1.1609 1.1579 1.1483
R3 1.1564 1.1534 1.1471
R2 1.1519 1.1519 1.1467
R1 1.1489 1.1489 1.1463 1.1481
PP 1.1474 1.1474 1.1474 1.1470
S1 1.1444 1.1444 1.1454 1.1436
S2 1.1429 1.1429 1.1450
S3 1.1384 1.1399 1.1446
S4 1.1339 1.1354 1.1434
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 1.1551 1.1456 0.0096 0.8% 0.0043 0.4% 3% False False 36
10 1.1700 1.1456 0.0245 2.1% 0.0057 0.5% 1% False False 35
20 1.1700 1.1319 0.0382 3.3% 0.0045 0.4% 37% False False 22
40 1.1700 1.1274 0.0427 3.7% 0.0043 0.4% 43% False False 30
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1695
2.618 1.1621
1.618 1.1576
1.000 1.1549
0.618 1.1531
HIGH 1.1504
0.618 1.1486
0.500 1.1481
0.382 1.1476
LOW 1.1459
0.618 1.1431
1.000 1.1414
1.618 1.1386
2.618 1.1341
4.250 1.1267
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 1.1481 1.1489
PP 1.1474 1.1479
S1 1.1466 1.1469

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

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