CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 1.1408 1.1370 -0.0038 -0.3% 1.1510
High 1.1417 1.1370 -0.0047 -0.4% 1.1550
Low 1.1368 1.1360 -0.0008 -0.1% 1.1462
Close 1.1381 1.1361 -0.0020 -0.2% 1.1495
Range 0.0049 0.0010 -0.0039 -79.4% 0.0089
ATR 0.0064 0.0061 -0.0003 -4.9% 0.0000
Volume 30 127 97 323.3% 109
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1394 1.1387 1.1367
R3 1.1384 1.1377 1.1364
R2 1.1374 1.1374 1.1363
R1 1.1367 1.1367 1.1362 1.1366
PP 1.1364 1.1364 1.1364 1.1363
S1 1.1357 1.1357 1.1360 1.1356
S2 1.1354 1.1354 1.1359
S3 1.1344 1.1347 1.1358
S4 1.1334 1.1337 1.1356
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 1.1535 1.1360 0.0175 1.5% 0.0027 0.2% 1% False True 44
10 1.1550 1.1360 0.0190 1.7% 0.0035 0.3% 1% False True 33
20 1.1550 1.1274 0.0277 2.4% 0.0041 0.4% 32% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1413
2.618 1.1396
1.618 1.1386
1.000 1.1380
0.618 1.1376
HIGH 1.1370
0.618 1.1366
0.500 1.1365
0.382 1.1364
LOW 1.1360
0.618 1.1354
1.000 1.1350
1.618 1.1344
2.618 1.1334
4.250 1.1318
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 1.1365 1.1427
PP 1.1364 1.1405
S1 1.1362 1.1383

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

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