CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 1.1158 1.1144 -0.0014 -0.1% 1.1198
High 1.1164 1.1187 0.0023 0.2% 1.1253
Low 1.1123 1.1071 -0.0053 -0.5% 1.1071
Close 1.1123 1.1117 -0.0006 -0.1% 1.1117
Range 0.0041 0.0117 0.0076 184.1% 0.0183
ATR 0.0105 0.0106 0.0001 0.8% 0.0000
Volume 129 1,136 1,007 780.6% 1,879
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1474 1.1412 1.1181
R3 1.1358 1.1296 1.1149
R2 1.1241 1.1241 1.1138
R1 1.1179 1.1179 1.1128 1.1152
PP 1.1125 1.1125 1.1125 1.1111
S1 1.1063 1.1063 1.1106 1.1036
S2 1.1008 1.1008 1.1096
S3 1.0892 1.0946 1.1085
S4 1.0775 1.0830 1.1053
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1694 1.1588 1.1217
R3 1.1512 1.1406 1.1167
R2 1.1329 1.1329 1.1150
R1 1.1223 1.1223 1.1134 1.1185
PP 1.1147 1.1147 1.1147 1.1128
S1 1.1041 1.1041 1.1100 1.1003
S2 1.0964 1.0964 1.1084
S3 1.0782 1.0858 1.1067
S4 1.0599 1.0676 1.1017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1253 1.1071 0.0183 1.6% 0.0087 0.8% 25% False True 493
10 1.1486 1.0994 0.0492 4.4% 0.0131 1.2% 25% False False 646
20 1.1498 1.0994 0.0505 4.5% 0.0111 1.0% 24% False False 804
40 1.1504 1.0994 0.0510 4.6% 0.0083 0.8% 24% False False 454
60 1.1700 1.0994 0.0707 6.4% 0.0070 0.6% 17% False False 312
80 1.1700 1.0994 0.0707 6.4% 0.0063 0.6% 17% False False 242
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1682
2.618 1.1492
1.618 1.1375
1.000 1.1304
0.618 1.1259
HIGH 1.1187
0.618 1.1142
0.500 1.1129
0.382 1.1115
LOW 1.1071
0.618 1.0999
1.000 1.0954
1.618 1.0882
2.618 1.0766
4.250 1.0575
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 1.1129 1.1129
PP 1.1125 1.1125
S1 1.1121 1.1121

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

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