CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 1.1240 1.1196 -0.0044 -0.4% 1.1374
High 1.1244 1.1217 -0.0027 -0.2% 1.1412
Low 1.1185 1.1176 -0.0009 -0.1% 1.1235
Close 1.1194 1.1212 0.0018 0.2% 1.1241
Range 0.0060 0.0041 -0.0019 -31.1% 0.0177
ATR 0.0074 0.0072 -0.0002 -3.2% 0.0000
Volume 1,345 3,524 2,179 162.0% 7,176
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1325 1.1309 1.1234
R3 1.1284 1.1268 1.1223
R2 1.1243 1.1243 1.1219
R1 1.1227 1.1227 1.1215 1.1235
PP 1.1202 1.1202 1.1202 1.1205
S1 1.1186 1.1186 1.1208 1.1194
S2 1.1161 1.1161 1.1204
S3 1.1120 1.1145 1.1200
S4 1.1079 1.1104 1.1189
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.1827 1.1711 1.1338
R3 1.1650 1.1534 1.1290
R2 1.1473 1.1473 1.1273
R1 1.1357 1.1357 1.1257 1.1326
PP 1.1296 1.1296 1.1296 1.1280
S1 1.1180 1.1180 1.1225 1.1149
S2 1.1119 1.1119 1.1209
S3 1.0942 1.1003 1.1192
S4 1.0765 1.0826 1.1144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1395 1.1176 0.0219 2.0% 0.0069 0.6% 16% False True 2,074
10 1.1423 1.1176 0.0247 2.2% 0.0065 0.6% 14% False True 1,734
20 1.1423 1.1109 0.0314 2.8% 0.0068 0.6% 33% False False 1,490
40 1.1423 1.1020 0.0403 3.6% 0.0070 0.6% 48% False False 972
60 1.1498 1.0994 0.0505 4.5% 0.0083 0.7% 43% False False 899
80 1.1522 1.0994 0.0528 4.7% 0.0076 0.7% 41% False False 699
100 1.1700 1.0994 0.0707 6.3% 0.0069 0.6% 31% False False 564
120 1.1700 1.0994 0.0707 6.3% 0.0064 0.6% 31% False False 475
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1391
2.618 1.1324
1.618 1.1283
1.000 1.1258
0.618 1.1242
HIGH 1.1217
0.618 1.1201
0.500 1.1197
0.382 1.1192
LOW 1.1176
0.618 1.1151
1.000 1.1135
1.618 1.1110
2.618 1.1069
4.250 1.1002
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 1.1207 1.1218
PP 1.1202 1.1216
S1 1.1197 1.1214

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

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