CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 1.1650 1.1568 -0.0082 -0.7% 1.1353
High 1.1700 1.1597 -0.0103 -0.9% 1.1542
Low 1.1597 1.1560 -0.0037 -0.3% 1.1353
Close 1.1597 1.1591 -0.0006 -0.1% 1.1542
Range 0.0103 0.0037 -0.0066 -64.1% 0.0189
ATR 0.0063 0.0061 -0.0002 -2.9% 0.0000
Volume 96 16 -80 -83.3% 47
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 1.1694 1.1679 1.1611
R3 1.1657 1.1642 1.1601
R2 1.1620 1.1620 1.1598
R1 1.1605 1.1605 1.1594 1.1613
PP 1.1583 1.1583 1.1583 1.1586
S1 1.1568 1.1568 1.1588 1.1576
S2 1.1546 1.1546 1.1584
S3 1.1509 1.1531 1.1581
S4 1.1472 1.1494 1.1571
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2046 1.1983 1.1645
R3 1.1857 1.1794 1.1593
R2 1.1668 1.1668 1.1576
R1 1.1605 1.1605 1.1559 1.1636
PP 1.1479 1.1479 1.1479 1.1495
S1 1.1416 1.1416 1.1524 1.1447
S2 1.1290 1.1290 1.1507
S3 1.1101 1.1227 1.1490
S4 1.0912 1.1038 1.1438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1700 1.1441 0.0260 2.2% 0.0055 0.5% 58% False False 33
10 1.1700 1.1319 0.0382 3.3% 0.0048 0.4% 71% False False 22
20 1.1700 1.1319 0.0382 3.3% 0.0040 0.3% 71% False False 23
40 1.1700 1.0932 0.0769 6.6% 0.0048 0.4% 86% False False 27
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1754
2.618 1.1694
1.618 1.1657
1.000 1.1634
0.618 1.1620
HIGH 1.1597
0.618 1.1583
0.500 1.1579
0.382 1.1574
LOW 1.1560
0.618 1.1537
1.000 1.1523
1.618 1.1500
2.618 1.1463
4.250 1.1403
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 1.1587 1.1628
PP 1.1583 1.1615
S1 1.1579 1.1603

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

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