CME Euro FX (E) Future December 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 1.1207 1.1246 0.0040 0.4% 1.1249
High 1.1255 1.1305 0.0050 0.4% 1.1305
Low 1.1179 1.1201 0.0022 0.2% 1.1176
Close 1.1249 1.1210 -0.0040 -0.4% 1.1210
Range 0.0076 0.0104 0.0028 36.8% 0.0129
ATR 0.0072 0.0074 0.0002 3.2% 0.0000
Volume 3,740 3,117 -623 -16.7% 13,365
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1550 1.1484 1.1267
R3 1.1446 1.1380 1.1238
R2 1.1342 1.1342 1.1229
R1 1.1276 1.1276 1.1219 1.1257
PP 1.1238 1.1238 1.1238 1.1229
S1 1.1172 1.1172 1.1200 1.1153
S2 1.1134 1.1134 1.1190
S3 1.1030 1.1068 1.1181
S4 1.0926 1.0964 1.1152
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1616 1.1541 1.1280
R3 1.1487 1.1413 1.1245
R2 1.1359 1.1359 1.1233
R1 1.1284 1.1284 1.1221 1.1257
PP 1.1230 1.1230 1.1230 1.1217
S1 1.1156 1.1156 1.1198 1.1129
S2 1.1102 1.1102 1.1186
S3 1.0973 1.1027 1.1174
S4 1.0845 1.0899 1.1139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1305 1.1176 0.0129 1.1% 0.0066 0.6% 26% True False 2,673
10 1.1412 1.1176 0.0236 2.1% 0.0070 0.6% 14% False False 2,054
20 1.1423 1.1134 0.0289 2.6% 0.0070 0.6% 26% False False 1,737
40 1.1423 1.1020 0.0403 3.6% 0.0070 0.6% 47% False False 1,112
60 1.1498 1.0994 0.0505 4.5% 0.0084 0.7% 43% False False 1,009
80 1.1504 1.0994 0.0510 4.5% 0.0077 0.7% 42% False False 783
100 1.1700 1.0994 0.0707 6.3% 0.0070 0.6% 31% False False 632
120 1.1700 1.0994 0.0707 6.3% 0.0066 0.6% 31% False False 532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1747
2.618 1.1577
1.618 1.1473
1.000 1.1409
0.618 1.1369
HIGH 1.1305
0.618 1.1265
0.500 1.1253
0.382 1.1240
LOW 1.1201
0.618 1.1136
1.000 1.1097
1.618 1.1032
2.618 1.0928
4.250 1.0759
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 1.1253 1.1240
PP 1.1238 1.1230
S1 1.1224 1.1220

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

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