CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 1.1184 1.1126 -0.0058 -0.5% 1.1120
High 1.1215 1.1153 -0.0063 -0.6% 1.1231
Low 1.1093 1.1107 0.0015 0.1% 1.1089
Close 1.1130 1.1138 0.0008 0.1% 1.1130
Range 0.0123 0.0046 -0.0077 -62.9% 0.0142
ATR 0.0098 0.0094 -0.0004 -3.8% 0.0000
Volume 694 198 -496 -71.5% 1,744
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1269 1.1249 1.1163
R3 1.1224 1.1204 1.1151
R2 1.1178 1.1178 1.1146
R1 1.1158 1.1158 1.1142 1.1168
PP 1.1133 1.1133 1.1133 1.1138
S1 1.1113 1.1113 1.1134 1.1123
S2 1.1087 1.1087 1.1130
S3 1.1042 1.1067 1.1125
S4 1.0996 1.1022 1.1113
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1576 1.1495 1.1208
R3 1.1434 1.1353 1.1169
R2 1.1292 1.1292 1.1156
R1 1.1211 1.1211 1.1143 1.1251
PP 1.1150 1.1150 1.1150 1.1170
S1 1.1069 1.1069 1.1117 1.1109
S2 1.1008 1.1008 1.1104
S3 1.0866 1.0927 1.1091
S4 1.0724 1.0785 1.1052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1231 1.1093 0.0138 1.2% 0.0076 0.7% 33% False False 338
10 1.1253 1.1071 0.0183 1.6% 0.0078 0.7% 37% False False 382
20 1.1498 1.0994 0.0505 4.5% 0.0105 0.9% 29% False False 698
40 1.1498 1.0994 0.0505 4.5% 0.0086 0.8% 29% False False 493
60 1.1700 1.0994 0.0707 6.3% 0.0073 0.7% 20% False False 341
80 1.1700 1.0994 0.0707 6.3% 0.0065 0.6% 20% False False 265
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 0.0023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1346
2.618 1.1272
1.618 1.1226
1.000 1.1198
0.618 1.1181
HIGH 1.1153
0.618 1.1135
0.500 1.1130
0.382 1.1124
LOW 1.1107
0.618 1.1079
1.000 1.1062
1.618 1.1033
2.618 1.0988
4.250 1.0914
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 1.1135 1.1162
PP 1.1133 1.1154
S1 1.1130 1.1146

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

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