CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 1.1211 1.1198 -0.0013 -0.1% 1.1249
High 1.1221 1.1223 0.0003 0.0% 1.1300
Low 1.1180 1.1109 -0.0071 -0.6% 1.1109
Close 1.1194 1.1154 -0.0040 -0.4% 1.1154
Range 0.0041 0.0114 0.0074 181.5% 0.0191
ATR 0.0080 0.0082 0.0002 3.1% 0.0000
Volume 742 1,164 422 56.9% 2,858
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1504 1.1443 1.1216
R3 1.1390 1.1329 1.1185
R2 1.1276 1.1276 1.1174
R1 1.1215 1.1215 1.1164 1.1188
PP 1.1162 1.1162 1.1162 1.1149
S1 1.1101 1.1101 1.1143 1.1074
S2 1.1048 1.1048 1.1133
S3 1.0934 1.0987 1.1122
S4 1.0820 1.0873 1.1091
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1759 1.1647 1.1258
R3 1.1568 1.1456 1.1206
R2 1.1378 1.1378 1.1188
R1 1.1266 1.1266 1.1171 1.1227
PP 1.1187 1.1187 1.1187 1.1168
S1 1.1075 1.1075 1.1136 1.1036
S2 1.0997 1.0997 1.1119
S3 1.0806 1.0885 1.1101
S4 1.0616 1.0694 1.1049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1300 1.1109 0.0191 1.7% 0.0065 0.6% 23% False True 571
10 1.1300 1.1020 0.0280 2.5% 0.0070 0.6% 48% False False 634
20 1.1300 1.1020 0.0280 2.5% 0.0071 0.6% 48% False False 487
40 1.1498 1.0994 0.0505 4.5% 0.0091 0.8% 32% False False 645
60 1.1504 1.0994 0.0510 4.6% 0.0079 0.7% 31% False False 465
80 1.1700 1.0994 0.0707 6.3% 0.0070 0.6% 23% False False 355
100 1.1700 1.0994 0.0707 6.3% 0.0065 0.6% 23% False False 291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1708
2.618 1.1521
1.618 1.1407
1.000 1.1337
0.618 1.1293
HIGH 1.1223
0.618 1.1179
0.500 1.1166
0.382 1.1153
LOW 1.1109
0.618 1.1039
1.000 1.0995
1.618 1.0925
2.618 1.0811
4.250 1.0625
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 1.1166 1.1196
PP 1.1162 1.1182
S1 1.1158 1.1168

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

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