CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 1.1250 1.1204 -0.0046 -0.4% 1.1145
High 1.1253 1.1281 0.0029 0.3% 1.1281
Low 1.1196 1.1192 -0.0004 0.0% 1.1134
Close 1.1204 1.1222 0.0018 0.2% 1.1222
Range 0.0057 0.0089 0.0033 57.5% 0.0148
ATR 0.0075 0.0076 0.0001 1.3% 0.0000
Volume 903 1,912 1,009 111.7% 5,543
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1499 1.1449 1.1271
R3 1.1410 1.1360 1.1246
R2 1.1321 1.1321 1.1238
R1 1.1271 1.1271 1.1230 1.1296
PP 1.1232 1.1232 1.1232 1.1244
S1 1.1182 1.1182 1.1214 1.1207
S2 1.1143 1.1143 1.1206
S3 1.1054 1.1093 1.1198
S4 1.0965 1.1004 1.1173
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1655 1.1586 1.1303
R3 1.1507 1.1438 1.1263
R2 1.1360 1.1360 1.1249
R1 1.1291 1.1291 1.1236 1.1325
PP 1.1212 1.1212 1.1212 1.1229
S1 1.1143 1.1143 1.1208 1.1178
S2 1.1065 1.1065 1.1195
S3 1.0917 1.0996 1.1181
S4 1.0770 1.0848 1.1141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1281 1.1134 0.0148 1.3% 0.0058 0.5% 60% True False 1,108
10 1.1300 1.1109 0.0191 1.7% 0.0062 0.6% 59% False False 840
20 1.1300 1.1020 0.0280 2.5% 0.0066 0.6% 72% False False 677
40 1.1498 1.0994 0.0505 4.5% 0.0086 0.8% 45% False False 709
60 1.1498 1.0994 0.0505 4.5% 0.0080 0.7% 45% False False 552
80 1.1700 1.0994 0.0707 6.3% 0.0072 0.6% 32% False False 423
100 1.1700 1.0994 0.0707 6.3% 0.0065 0.6% 32% False False 345
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 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1659
2.618 1.1514
1.618 1.1425
1.000 1.1370
0.618 1.1336
HIGH 1.1281
0.618 1.1247
0.500 1.1237
0.382 1.1226
LOW 1.1192
0.618 1.1137
1.000 1.1103
1.618 1.1048
2.618 1.0959
4.250 1.0814
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 1.1237 1.1234
PP 1.1232 1.1230
S1 1.1227 1.1226

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

View Archives - Comment on this page... - Back to Index of Symbols