CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 1.1309 1.1298 -0.0011 -0.1% 1.1407
High 1.1309 1.1304 -0.0006 0.0% 1.1430
Low 1.1265 1.1297 0.0032 0.3% 1.1265
Close 1.1286 1.1304 0.0018 0.2% 1.1304
Range 0.0044 0.0007 -0.0038 -85.2% 0.0165
ATR 0.0059 0.0056 -0.0003 -5.0% 0.0000
Volume 62 18 -44 -71.0% 272
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.1321 1.1319 1.1307
R3 1.1314 1.1312 1.1305
R2 1.1308 1.1308 1.1305
R1 1.1306 1.1306 1.1304 1.1307
PP 1.1301 1.1301 1.1301 1.1302
S1 1.1299 1.1299 1.1303 1.1300
S2 1.1295 1.1295 1.1302
S3 1.1288 1.1293 1.1302
S4 1.1282 1.1286 1.1300
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.1826 1.1729 1.1394
R3 1.1662 1.1565 1.1349
R2 1.1497 1.1497 1.1334
R1 1.1400 1.1400 1.1319 1.1367
PP 1.1333 1.1333 1.1333 1.1316
S1 1.1236 1.1236 1.1288 1.1202
S2 1.1168 1.1168 1.1273
S3 1.1004 1.1071 1.1258
S4 1.0839 1.0907 1.1213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1430 1.1265 0.0165 1.5% 0.0036 0.3% 23% False False 54
10 1.1522 1.1265 0.0257 2.3% 0.0042 0.4% 15% False False 55
20 1.1700 1.1265 0.0435 3.8% 0.0045 0.4% 9% False False 37
40 1.1700 1.1265 0.0435 3.8% 0.0044 0.4% 9% False False 36
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 16 trading days
Fibonacci Retracements and Extensions
4.250 1.1331
2.618 1.1321
1.618 1.1314
1.000 1.1310
0.618 1.1308
HIGH 1.1304
0.618 1.1301
0.500 1.1300
0.382 1.1299
LOW 1.1297
0.618 1.1293
1.000 1.1291
1.618 1.1286
2.618 1.1280
4.250 1.1269
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 1.1302 1.1319
PP 1.1301 1.1314
S1 1.1300 1.1309

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

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