CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 1.1462 1.1407 -0.0055 -0.5% 1.1471
High 1.1462 1.1414 -0.0049 -0.4% 1.1522
Low 1.1371 1.1397 0.0027 0.2% 1.1371
Close 1.1390 1.1400 0.0011 0.1% 1.1390
Range 0.0092 0.0017 -0.0075 -82.0% 0.0151
ATR 0.0061 0.0058 -0.0003 -4.3% 0.0000
Volume 101 13 -88 -87.1% 278
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 1.1453 1.1443 1.1409
R3 1.1437 1.1427 1.1405
R2 1.1420 1.1420 1.1403
R1 1.1410 1.1410 1.1402 1.1407
PP 1.1404 1.1404 1.1404 1.1402
S1 1.1394 1.1394 1.1398 1.1390
S2 1.1387 1.1387 1.1397
S3 1.1371 1.1377 1.1395
S4 1.1354 1.1361 1.1391
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 1.1880 1.1786 1.1473
R3 1.1729 1.1635 1.1431
R2 1.1578 1.1578 1.1417
R1 1.1484 1.1484 1.1403 1.1456
PP 1.1427 1.1427 1.1427 1.1413
S1 1.1333 1.1333 1.1376 1.1305
S2 1.1276 1.1276 1.1362
S3 1.1125 1.1182 1.1348
S4 1.0974 1.1031 1.1306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1522 1.1371 0.0151 1.3% 0.0047 0.4% 20% False False 51
10 1.1700 1.1371 0.0330 2.9% 0.0055 0.5% 9% False False 42
20 1.1700 1.1319 0.0382 3.3% 0.0050 0.4% 21% False False 27
40 1.1700 1.1274 0.0427 3.7% 0.0041 0.4% 30% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1484
2.618 1.1457
1.618 1.1440
1.000 1.1430
0.618 1.1424
HIGH 1.1414
0.618 1.1407
0.500 1.1405
0.382 1.1403
LOW 1.1397
0.618 1.1387
1.000 1.1381
1.618 1.1370
2.618 1.1354
4.250 1.1327
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 1.1405 1.1437
PP 1.1404 1.1425
S1 1.1402 1.1412

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

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