CME Euro FX (E) Future December 2016

Trading Metrics calculated at close of trading on 11-Apr-2016

Day Change Summary
	Previous	Current
	08-Apr-2016	11-Apr-2016	Change	Change %	Previous Week
Open	1.1495	1.1510	0.0015	0.1%	1.1510
High	1.1495	1.1535	0.0040	0.3%	1.1550
Low	1.1495	1.1486	-0.0009	-0.1%	1.1462
Close	1.1495	1.1509	0.0014	0.1%	1.1495
Range	0.0000	0.0049	0.0049		0.0089
ATR	0.0061	0.0061	-0.0001	-1.4%	0.0000
Volume	40	21	-19	-47.5%	109

Daily Pivots for day following 11-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1657	1.1632	1.1536
R3	1.1608	1.1583	1.1522
R2	1.1559	1.1559	1.1518
R1	1.1534	1.1534	1.1513	1.1522
PP	1.1510	1.1510	1.1510	1.1504
S1	1.1485	1.1485	1.1505	1.1473
S2	1.1461	1.1461	1.1500
S3	1.1412	1.1436	1.1496
S4	1.1363	1.1387	1.1482

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	1.1468	0.0082	0.7%	0.0030	0.3%	50%	False	False	20
10	1.1550	1.1280	0.0270	2.3%	0.0047	0.4%	85%	False	False	49
20	1.1550	1.1204	0.0347	3.0%	0.0040	0.3%	88%	False	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1743
2.618	1.1663
1.618	1.1614
1.000	1.1584
0.618	1.1565
HIGH	1.1535
0.618	1.1516
0.500	1.1511
0.382	1.1505
LOW	1.1486
0.618	1.1456
1.000	1.1437
1.618	1.1407
2.618	1.1358
4.250	1.1278

Fisher Pivots for day following 11-Apr-2016
Pivot	1 day	3 day
R1	1.1511	1.1514
PP	1.1510	1.1512
S1	1.1510	1.1511

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols