CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 08-Apr-2016
Day Change Summary
Previous Current
07-Apr-2016 08-Apr-2016 Change Change % Previous Week
Open 1.1550 1.1495 -0.0055 -0.5% 1.1510
High 1.1550 1.1495 -0.0055 -0.5% 1.1550
Low 1.1477 1.1495 0.0018 0.2% 1.1462
Close 1.1477 1.1495 0.0018 0.2% 1.1495
Range 0.0073 0.0000 -0.0073 -100.0% 0.0089
ATR 0.0065 0.0061 -0.0003 -5.2% 0.0000
Volume 1 40 39 3,900.0% 109
Daily Pivots for day following 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1495 1.1495 1.1495
R3 1.1495 1.1495 1.1495
R2 1.1495 1.1495 1.1495
R1 1.1495 1.1495 1.1495 1.1495
PP 1.1495 1.1495 1.1495 1.1495
S1 1.1495 1.1495 1.1495 1.1495
S2 1.1495 1.1495 1.1495
S3 1.1495 1.1495 1.1495
S4 1.1495 1.1495 1.1495
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1768 1.1720 1.1544
R3 1.1679 1.1631 1.1519
R2 1.1591 1.1591 1.1511
R1 1.1543 1.1543 1.1503 1.1523
PP 1.1502 1.1502 1.1502 1.1492
S1 1.1454 1.1454 1.1487 1.1434
S2 1.1414 1.1414 1.1479
S3 1.1325 1.1366 1.1471
S4 1.1237 1.1277 1.1446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1550 1.1462 0.0089 0.8% 0.0029 0.3% 38% False False 21
10 1.1550 1.1274 0.0277 2.4% 0.0046 0.4% 80% False False 47
20 1.1550 1.1204 0.0347 3.0% 0.0039 0.3% 84% False False 31
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 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1495
2.618 1.1495
1.618 1.1495
1.000 1.1495
0.618 1.1495
HIGH 1.1495
0.618 1.1495
0.500 1.1495
0.382 1.1495
LOW 1.1495
0.618 1.1495
1.000 1.1495
1.618 1.1495
2.618 1.1495
4.250 1.1495
Fisher Pivots for day following 08-Apr-2016
Pivot 1 day 3 day
R1 1.1495 1.1514
PP 1.1495 1.1507
S1 1.1495 1.1501

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

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