CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 1.1405 1.1374 -0.0032 -0.3% 1.1223
High 1.1415 1.1386 -0.0029 -0.3% 1.1423
Low 1.1361 1.1328 -0.0033 -0.3% 1.1214
Close 1.1380 1.1381 0.0002 0.0% 1.1380
Range 0.0055 0.0059 0.0004 7.3% 0.0209
ATR 0.0077 0.0076 -0.0001 -1.7% 0.0000
Volume 2,055 1,041 -1,014 -49.3% 8,675
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1540 1.1519 1.1413
R3 1.1482 1.1461 1.1397
R2 1.1423 1.1423 1.1392
R1 1.1402 1.1402 1.1386 1.1413
PP 1.1365 1.1365 1.1365 1.1370
S1 1.1344 1.1344 1.1376 1.1354
S2 1.1306 1.1306 1.1370
S3 1.1248 1.1285 1.1365
S4 1.1189 1.1227 1.1349
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1966 1.1882 1.1494
R3 1.1757 1.1673 1.1437
R2 1.1548 1.1548 1.1418
R1 1.1464 1.1464 1.1399 1.1506
PP 1.1339 1.1339 1.1339 1.1360
S1 1.1255 1.1255 1.1360 1.1297
S2 1.1130 1.1130 1.1341
S3 1.0921 1.1046 1.1322
S4 1.0712 1.0837 1.1265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1423 1.1237 0.0186 1.6% 0.0082 0.7% 78% False False 1,816
10 1.1423 1.1134 0.0289 2.5% 0.0072 0.6% 86% False False 1,490
20 1.1423 1.1034 0.0389 3.4% 0.0070 0.6% 89% False False 1,029
40 1.1423 1.1020 0.0403 3.5% 0.0075 0.7% 90% False False 749
60 1.1498 1.0994 0.0505 4.4% 0.0084 0.7% 77% False False 710
80 1.1700 1.0994 0.0707 6.2% 0.0075 0.7% 55% False False 543
100 1.1700 1.0994 0.0707 6.2% 0.0067 0.6% 55% False False 439
120 1.1700 1.0932 0.0769 6.8% 0.0065 0.6% 58% False False 370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1635
2.618 1.1539
1.618 1.1481
1.000 1.1445
0.618 1.1422
HIGH 1.1386
0.618 1.1364
0.500 1.1357
0.382 1.1350
LOW 1.1328
0.618 1.1291
1.000 1.1269
1.618 1.1233
2.618 1.1174
4.250 1.1079
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 1.1373 1.1379
PP 1.1365 1.1377
S1 1.1357 1.1375

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

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