CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 1.1259 1.1208 -0.0051 -0.5% 1.1282
High 1.1299 1.1226 -0.0073 -0.6% 1.1306
Low 1.1256 1.1200 -0.0056 -0.5% 1.1200
Close 1.1273 1.1222 -0.0051 -0.5% 1.1222
Range 0.0043 0.0026 -0.0017 -39.5% 0.0106
ATR 0.0053 0.0054 0.0001 2.7% 0.0000
Volume 71 18 -53 -74.6% 184
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.1294 1.1284 1.1236
R3 1.1268 1.1258 1.1229
R2 1.1242 1.1242 1.1227
R1 1.1232 1.1232 1.1224 1.1237
PP 1.1216 1.1216 1.1216 1.1219
S1 1.1206 1.1206 1.1220 1.1211
S2 1.1190 1.1190 1.1217
S3 1.1164 1.1180 1.1215
S4 1.1138 1.1154 1.1208
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.1561 1.1497 1.1280
R3 1.1455 1.1391 1.1251
R2 1.1349 1.1349 1.1241
R1 1.1285 1.1285 1.1232 1.1264
PP 1.1243 1.1243 1.1243 1.1232
S1 1.1179 1.1179 1.1212 1.1158
S2 1.1137 1.1137 1.1203
S3 1.1031 1.1073 1.1193
S4 1.0925 1.0967 1.1164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1306 1.1200 0.0106 0.9% 0.0038 0.3% 21% False True 36
10 1.1430 1.1200 0.0230 2.0% 0.0037 0.3% 10% False True 45
20 1.1700 1.1200 0.0500 4.5% 0.0048 0.4% 4% False True 44
40 1.1700 1.1200 0.0500 4.5% 0.0041 0.4% 4% False True 32
60 1.1700 1.0932 0.0769 6.8% 0.0047 0.4% 38% False False 31
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1337
2.618 1.1294
1.618 1.1268
1.000 1.1252
0.618 1.1242
HIGH 1.1226
0.618 1.1216
0.500 1.1213
0.382 1.1210
LOW 1.1200
0.618 1.1184
1.000 1.1174
1.618 1.1158
2.618 1.1132
4.250 1.1090
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 1.1219 1.1250
PP 1.1216 1.1240
S1 1.1213 1.1231

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

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