CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 1.1228 1.1259 0.0031 0.3% 1.1407
High 1.1249 1.1299 0.0050 0.4% 1.1430
Low 1.1228 1.1256 0.0029 0.3% 1.1265
Close 1.1247 1.1273 0.0027 0.2% 1.1304
Range 0.0022 0.0043 0.0022 100.0% 0.0165
ATR 0.0053 0.0053 0.0000 -0.1% 0.0000
Volume 9 71 62 688.9% 272
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 1.1405 1.1382 1.1297
R3 1.1362 1.1339 1.1285
R2 1.1319 1.1319 1.1281
R1 1.1296 1.1296 1.1277 1.1308
PP 1.1276 1.1276 1.1276 1.1282
S1 1.1253 1.1253 1.1269 1.1265
S2 1.1233 1.1233 1.1265
S3 1.1190 1.1210 1.1261
S4 1.1147 1.1167 1.1249
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 1.1306 1.1228 0.0079 0.7% 0.0034 0.3% 58% False False 36
10 1.1462 1.1228 0.0235 2.1% 0.0043 0.4% 19% False False 53
20 1.1700 1.1228 0.0473 4.2% 0.0050 0.4% 10% False False 44
40 1.1700 1.1228 0.0473 4.2% 0.0042 0.4% 10% False False 32
60 1.1700 1.0932 0.0769 6.8% 0.0046 0.4% 44% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1482
2.618 1.1412
1.618 1.1369
1.000 1.1342
0.618 1.1326
HIGH 1.1299
0.618 1.1283
0.500 1.1278
0.382 1.1272
LOW 1.1256
0.618 1.1229
1.000 1.1213
1.618 1.1186
2.618 1.1143
4.250 1.1073
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 1.1278 1.1271
PP 1.1276 1.1269
S1 1.1275 1.1267

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

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