CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 1.1359 1.1315 -0.0044 -0.4% 1.1223
High 1.1367 1.1351 -0.0016 -0.1% 1.1423
Low 1.1301 1.1314 0.0013 0.1% 1.1214
Close 1.1318 1.1333 0.0015 0.1% 1.1380
Range 0.0066 0.0037 -0.0029 -43.5% 0.0209
ATR 0.0073 0.0071 -0.0003 -3.5% 0.0000
Volume 1,286 1,272 -14 -1.1% 8,675
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1444 1.1425 1.1353
R3 1.1407 1.1388 1.1343
R2 1.1370 1.1370 1.1340
R1 1.1351 1.1351 1.1336 1.1361
PP 1.1333 1.1333 1.1333 1.1337
S1 1.1314 1.1314 1.1330 1.1324
S2 1.1296 1.1296 1.1326
S3 1.1259 1.1277 1.1323
S4 1.1222 1.1240 1.1313
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 1.1415 1.1301 0.0114 1.0% 0.0053 0.5% 28% False False 1,327
10 1.1423 1.1192 0.0231 2.0% 0.0070 0.6% 61% False False 1,516
20 1.1423 1.1109 0.0314 2.8% 0.0068 0.6% 71% False False 1,127
40 1.1423 1.1020 0.0403 3.6% 0.0072 0.6% 78% False False 801
60 1.1498 1.0994 0.0505 4.5% 0.0084 0.7% 67% False False 767
80 1.1597 1.0994 0.0604 5.3% 0.0074 0.7% 56% False False 586
100 1.1700 1.0994 0.0707 6.2% 0.0067 0.6% 48% False False 473
120 1.1700 1.0932 0.0769 6.8% 0.0065 0.6% 52% False False 399
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 0.0011
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1508
2.618 1.1448
1.618 1.1411
1.000 1.1388
0.618 1.1374
HIGH 1.1351
0.618 1.1337
0.500 1.1333
0.382 1.1328
LOW 1.1314
0.618 1.1291
1.000 1.1277
1.618 1.1254
2.618 1.1217
4.250 1.1157
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 1.1333 1.1356
PP 1.1333 1.1349
S1 1.1333 1.1341

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

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