CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 1.1510 1.1479 -0.0031 -0.3% 1.1274
High 1.1510 1.1485 -0.0025 -0.2% 1.1508
Low 1.1462 1.1468 0.0007 0.1% 1.1274
Close 1.1498 1.1485 -0.0013 -0.1% 1.1495
Range 0.0049 0.0017 -0.0032 -64.9% 0.0235
ATR 0.0070 0.0067 -0.0003 -4.1% 0.0000
Volume 30 37 7 23.3% 369
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1530 1.1525 1.1494
R3 1.1513 1.1508 1.1490
R2 1.1496 1.1496 1.1488
R1 1.1491 1.1491 1.1487 1.1494
PP 1.1479 1.1479 1.1479 1.1481
S1 1.1474 1.1474 1.1483 1.1477
S2 1.1462 1.1462 1.1482
S3 1.1445 1.1457 1.1480
S4 1.1428 1.1440 1.1476
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 1.1510 1.1393 0.0117 1.0% 0.0044 0.4% 79% False False 82
10 1.1510 1.1274 0.0237 2.1% 0.0044 0.4% 89% False False 49
20 1.1510 1.0932 0.0579 5.0% 0.0056 0.5% 96% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1557
2.618 1.1530
1.618 1.1513
1.000 1.1502
0.618 1.1496
HIGH 1.1485
0.618 1.1479
0.500 1.1477
0.382 1.1474
LOW 1.1468
0.618 1.1457
1.000 1.1451
1.618 1.1440
2.618 1.1423
4.250 1.1396
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 1.1482 1.1483
PP 1.1479 1.1480
S1 1.1477 1.1478

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

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