CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 1.1490 1.1482 -0.0008 -0.1% 1.1274
High 1.1508 1.1508 0.0000 0.0% 1.1508
Low 1.1490 1.1446 -0.0045 -0.4% 1.1274
Close 1.1490 1.1495 0.0005 0.0% 1.1495
Range 0.0018 0.0063 0.0045 247.2% 0.0235
ATR 0.0072 0.0071 -0.0001 -0.9% 0.0000
Volume 31 44 13 41.9% 369
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1670 1.1645 1.1529
R3 1.1608 1.1583 1.1512
R2 1.1545 1.1545 1.1506
R1 1.1520 1.1520 1.1501 1.1533
PP 1.1483 1.1483 1.1483 1.1489
S1 1.1458 1.1458 1.1489 1.1470
S2 1.1420 1.1420 1.1484
S3 1.1358 1.1395 1.1478
S4 1.1295 1.1333 1.1461
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2129 1.2047 1.1624
R3 1.1895 1.1812 1.1559
R2 1.1660 1.1660 1.1538
R1 1.1578 1.1578 1.1516 1.1619
PP 1.1426 1.1426 1.1426 1.1446
S1 1.1343 1.1343 1.1474 1.1384
S2 1.1191 1.1191 1.1452
S3 1.0957 1.1109 1.1431
S4 1.0722 1.0874 1.1366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1508 1.1274 0.0235 2.0% 0.0064 0.6% 94% True False 73
10 1.1508 1.1274 0.0235 2.0% 0.0040 0.3% 94% True False 45
20 1.1508 1.0932 0.0577 5.0% 0.0058 0.5% 98% True False 29
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1774
2.618 1.1672
1.618 1.1609
1.000 1.1571
0.618 1.1547
HIGH 1.1508
0.618 1.1484
0.500 1.1477
0.382 1.1469
LOW 1.1446
0.618 1.1407
1.000 1.1383
1.618 1.1344
2.618 1.1282
4.250 1.1180
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 1.1489 1.1480
PP 1.1483 1.1465
S1 1.1477 1.1451

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

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