CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 1.1306 1.1228 -0.0079 -0.7% 1.1407
High 1.1306 1.1249 -0.0057 -0.5% 1.1430
Low 1.1231 1.1228 -0.0004 0.0% 1.1265
Close 1.1231 1.1247 0.0016 0.1% 1.1304
Range 0.0075 0.0022 -0.0054 -71.3% 0.0165
ATR 0.0056 0.0053 -0.0002 -4.4% 0.0000
Volume 60 9 -51 -85.0% 272
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 1.1306 1.1298 1.1258
R3 1.1284 1.1276 1.1252
R2 1.1263 1.1263 1.1250
R1 1.1255 1.1255 1.1248 1.1259
PP 1.1241 1.1241 1.1241 1.1243
S1 1.1233 1.1233 1.1245 1.1237
S2 1.1220 1.1220 1.1243
S3 1.1198 1.1212 1.1241
S4 1.1177 1.1190 1.1235
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.1826 1.1729 1.1394
R3 1.1662 1.1565 1.1349
R2 1.1497 1.1497 1.1334
R1 1.1400 1.1400 1.1319 1.1367
PP 1.1333 1.1333 1.1333 1.1316
S1 1.1236 1.1236 1.1288 1.1202
S2 1.1168 1.1168 1.1273
S3 1.1004 1.1071 1.1258
S4 1.0839 1.0907 1.1213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1309 1.1228 0.0082 0.7% 0.0034 0.3% 23% False True 35
10 1.1504 1.1228 0.0276 2.5% 0.0044 0.4% 7% False True 49
20 1.1700 1.1228 0.0473 4.2% 0.0048 0.4% 4% False True 41
40 1.1700 1.1228 0.0473 4.2% 0.0041 0.4% 4% False True 31
60 1.1700 1.0932 0.0769 6.8% 0.0046 0.4% 41% 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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1340
2.618 1.1305
1.618 1.1284
1.000 1.1271
0.618 1.1262
HIGH 1.1249
0.618 1.1241
0.500 1.1238
0.382 1.1236
LOW 1.1228
0.618 1.1214
1.000 1.1206
1.618 1.1193
2.618 1.1171
4.250 1.1136
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 1.1244 1.1267
PP 1.1241 1.1260
S1 1.1238 1.1253

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

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