CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 1.0940 1.0897 -0.0043 -0.4% 1.1110
High 1.0969 1.0938 -0.0032 -0.3% 1.1317
Low 1.0879 1.0844 -0.0035 -0.3% 1.0844
Close 1.0906 1.0859 -0.0047 -0.4% 1.0859
Range 0.0090 0.0094 0.0004 3.9% 0.0473
ATR 0.0095 0.0095 0.0000 -0.1% 0.0000
Volume 237,963 187,179 -50,784 -21.3% 1,164,503
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1161 1.1103 1.0910
R3 1.1067 1.1010 1.0885
R2 1.0974 1.0974 1.0876
R1 1.0916 1.0916 1.0868 1.0898
PP 1.0880 1.0880 1.0880 1.0871
S1 1.0823 1.0823 1.0850 1.0805
S2 1.0787 1.0787 1.0842
S3 1.0693 1.0729 1.0833
S4 1.0600 1.0636 1.0808
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2426 1.2115 1.1119
R3 1.1953 1.1642 1.0989
R2 1.1480 1.1480 1.0946
R1 1.1169 1.1169 1.0902 1.1088
PP 1.1007 1.1007 1.1007 1.0966
S1 1.0696 1.0696 1.0816 1.0615
S2 1.0534 1.0534 1.0772
S3 1.0061 1.0223 1.0729
S4 0.9588 0.9750 1.0599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1317 1.0844 0.0473 4.4% 0.0144 1.3% 3% False True 232,900
10 1.1317 1.0844 0.0473 4.4% 0.0109 1.0% 3% False True 198,926
20 1.1317 1.0844 0.0473 4.4% 0.0088 0.8% 3% False True 173,456
40 1.1320 1.0844 0.0476 4.4% 0.0079 0.7% 3% False True 169,371
60 1.1415 1.0844 0.0571 5.3% 0.0077 0.7% 3% False True 126,834
80 1.1423 1.0844 0.0579 5.3% 0.0076 0.7% 3% False True 95,360
100 1.1498 1.0844 0.0654 6.0% 0.0081 0.7% 2% False True 76,388
120 1.1498 1.0844 0.0654 6.0% 0.0080 0.7% 2% False True 63,747
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1335
2.618 1.1182
1.618 1.1089
1.000 1.1031
0.618 1.0995
HIGH 1.0938
0.618 1.0902
0.500 1.0891
0.382 1.0880
LOW 1.0844
0.618 1.0786
1.000 1.0751
1.618 1.0693
2.618 1.0599
4.250 1.0447
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 1.0891 1.1081
PP 1.0880 1.1007
S1 1.0870 1.0933

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

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