CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 1.1196 1.1207 0.0011 0.1% 1.1374
High 1.1217 1.1255 0.0038 0.3% 1.1412
Low 1.1176 1.1179 0.0003 0.0% 1.1235
Close 1.1212 1.1249 0.0038 0.3% 1.1241
Range 0.0041 0.0076 0.0035 85.4% 0.0177
ATR 0.0072 0.0072 0.0000 0.4% 0.0000
Volume 3,524 3,740 216 6.1% 7,176
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1456 1.1428 1.1291
R3 1.1380 1.1352 1.1270
R2 1.1304 1.1304 1.1263
R1 1.1276 1.1276 1.1256 1.1290
PP 1.1228 1.1228 1.1228 1.1235
S1 1.1200 1.1200 1.1242 1.1214
S2 1.1152 1.1152 1.1235
S3 1.1076 1.1124 1.1228
S4 1.1000 1.1048 1.1207
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 1.9% 0.0077 0.7% 33% False False 2,568
10 1.1415 1.1176 0.0239 2.1% 0.0065 0.6% 31% False False 1,947
20 1.1423 1.1109 0.0314 2.8% 0.0070 0.6% 45% False False 1,640
40 1.1423 1.1020 0.0403 3.6% 0.0071 0.6% 57% False False 1,063
60 1.1498 1.0994 0.0505 4.5% 0.0084 0.7% 51% False False 959
80 1.1522 1.0994 0.0528 4.7% 0.0076 0.7% 48% False False 745
100 1.1700 1.0994 0.0707 6.3% 0.0069 0.6% 36% False False 601
120 1.1700 1.0994 0.0707 6.3% 0.0065 0.6% 36% False False 506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1578
2.618 1.1454
1.618 1.1378
1.000 1.1331
0.618 1.1302
HIGH 1.1255
0.618 1.1226
0.500 1.1217
0.382 1.1208
LOW 1.1179
0.618 1.1132
1.000 1.1103
1.618 1.1056
2.618 1.0980
4.250 1.0856
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 1.1238 1.1238
PP 1.1228 1.1227
S1 1.1217 1.1216

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

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