CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 1.1479 1.1514 0.0035 0.3% 1.1274
High 1.1485 1.1514 0.0029 0.3% 1.1508
Low 1.1468 1.1506 0.0038 0.3% 1.1274
Close 1.1485 1.1506 0.0021 0.2% 1.1495
Range 0.0017 0.0009 -0.0009 -50.0% 0.0235
ATR 0.0067 0.0064 -0.0003 -4.0% 0.0000
Volume 37 1 -36 -97.3% 369
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1534 1.1528 1.1510
R3 1.1525 1.1520 1.1508
R2 1.1517 1.1517 1.1507
R1 1.1511 1.1511 1.1506 1.1510
PP 1.1508 1.1508 1.1508 1.1508
S1 1.1503 1.1503 1.1505 1.1501
S2 1.1500 1.1500 1.1504
S3 1.1491 1.1494 1.1503
S4 1.1483 1.1486 1.1501
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 1.1514 1.1446 0.0069 0.6% 0.0031 0.3% 88% True False 28
10 1.1514 1.1274 0.0241 2.1% 0.0042 0.4% 96% True False 45
20 1.1514 1.0932 0.0583 5.1% 0.0056 0.5% 99% True False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1550
2.618 1.1536
1.618 1.1528
1.000 1.1523
0.618 1.1519
HIGH 1.1514
0.618 1.1511
0.500 1.1510
0.382 1.1509
LOW 1.1506
0.618 1.1500
1.000 1.1497
1.618 1.1492
2.618 1.1483
4.250 1.1469
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 1.1510 1.1500
PP 1.1508 1.1494
S1 1.1507 1.1488

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

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