CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 1.1282 1.1306 0.0024 0.2% 1.1407
High 1.1305 1.1306 0.0001 0.0% 1.1430
Low 1.1282 1.1231 -0.0051 -0.5% 1.1265
Close 1.1305 1.1231 -0.0074 -0.7% 1.1304
Range 0.0023 0.0075 0.0052 226.1% 0.0165
ATR 0.0054 0.0056 0.0001 2.8% 0.0000
Volume 26 60 34 130.8% 272
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 1.1481 1.1431 1.1272
R3 1.1406 1.1356 1.1252
R2 1.1331 1.1331 1.1245
R1 1.1281 1.1281 1.1238 1.1269
PP 1.1256 1.1256 1.1256 1.1250
S1 1.1206 1.1206 1.1224 1.1194
S2 1.1181 1.1181 1.1217
S3 1.1106 1.1131 1.1210
S4 1.1031 1.1056 1.1190
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 1.1372 1.1231 0.0141 1.3% 0.0043 0.4% 0% False True 49
10 1.1522 1.1231 0.0291 2.6% 0.0047 0.4% 0% False True 53
20 1.1700 1.1231 0.0469 4.2% 0.0048 0.4% 0% False True 41
40 1.1700 1.1231 0.0469 4.2% 0.0042 0.4% 0% False True 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1625
2.618 1.1502
1.618 1.1427
1.000 1.1381
0.618 1.1352
HIGH 1.1306
0.618 1.1277
0.500 1.1269
0.382 1.1260
LOW 1.1231
0.618 1.1185
1.000 1.1156
1.618 1.1110
2.618 1.1035
4.250 1.0912
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 1.1269 1.1269
PP 1.1256 1.1256
S1 1.1244 1.1244

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

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