CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 1.1374 1.1377 0.0004 0.0% 1.1223
High 1.1386 1.1412 0.0026 0.2% 1.1423
Low 1.1328 1.1360 0.0033 0.3% 1.1214
Close 1.1381 1.1362 -0.0019 -0.2% 1.1380
Range 0.0059 0.0052 -0.0007 -12.0% 0.0209
ATR 0.0076 0.0074 -0.0002 -2.3% 0.0000
Volume 1,041 983 -58 -5.6% 8,675
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1532 1.1499 1.1390
R3 1.1481 1.1447 1.1376
R2 1.1429 1.1429 1.1371
R1 1.1396 1.1396 1.1367 1.1387
PP 1.1378 1.1378 1.1378 1.1373
S1 1.1344 1.1344 1.1357 1.1335
S2 1.1326 1.1326 1.1353
S3 1.1275 1.1293 1.1348
S4 1.1223 1.1241 1.1334
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 1.1299 0.0124 1.1% 0.0063 0.6% 51% False False 1,358
10 1.1423 1.1188 0.0235 2.1% 0.0072 0.6% 74% False False 1,450
20 1.1423 1.1034 0.0389 3.4% 0.0070 0.6% 84% False False 1,062
40 1.1423 1.1020 0.0403 3.5% 0.0073 0.6% 85% False False 765
60 1.1498 1.0994 0.0505 4.4% 0.0084 0.7% 73% False False 726
80 1.1700 1.0994 0.0707 6.2% 0.0075 0.7% 52% False False 555
100 1.1700 1.0994 0.0707 6.2% 0.0067 0.6% 52% False False 448
120 1.1700 1.0932 0.0769 6.8% 0.0065 0.6% 56% False False 378
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1630
2.618 1.1546
1.618 1.1495
1.000 1.1463
0.618 1.1443
HIGH 1.1412
0.618 1.1392
0.500 1.1386
0.382 1.1380
LOW 1.1360
0.618 1.1328
1.000 1.1309
1.618 1.1277
2.618 1.1225
4.250 1.1141
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 1.1386 1.1371
PP 1.1378 1.1368
S1 1.1370 1.1365

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

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