CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 1.1246 1.1208 -0.0039 -0.3% 1.1249
High 1.1305 1.1312 0.0008 0.1% 1.1305
Low 1.1201 1.1189 -0.0012 -0.1% 1.1176
Close 1.1210 1.1304 0.0094 0.8% 1.1210
Range 0.0104 0.0123 0.0019 18.3% 0.0129
ATR 0.0074 0.0078 0.0003 4.7% 0.0000
Volume 3,117 34,509 31,392 1,007.1% 13,365
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1637 1.1593 1.1371
R3 1.1514 1.1470 1.1337
R2 1.1391 1.1391 1.1326
R1 1.1347 1.1347 1.1315 1.1369
PP 1.1268 1.1268 1.1268 1.1279
S1 1.1224 1.1224 1.1292 1.1246
S2 1.1145 1.1145 1.1281
S3 1.1022 1.1101 1.1270
S4 1.0899 1.0978 1.1236
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 1.1312 1.1176 0.0136 1.2% 0.0081 0.7% 94% True False 9,247
10 1.1412 1.1176 0.0236 2.1% 0.0077 0.7% 54% False False 5,400
20 1.1423 1.1134 0.0289 2.6% 0.0074 0.7% 59% False False 3,445
40 1.1423 1.1020 0.0403 3.6% 0.0072 0.6% 70% False False 1,969
60 1.1498 1.0994 0.0505 4.5% 0.0085 0.8% 61% False False 1,578
80 1.1498 1.0994 0.0505 4.5% 0.0078 0.7% 61% False False 1,214
100 1.1700 1.0994 0.0707 6.3% 0.0071 0.6% 44% False False 976
120 1.1700 1.0994 0.0707 6.3% 0.0066 0.6% 44% False False 819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1835
2.618 1.1634
1.618 1.1511
1.000 1.1435
0.618 1.1388
HIGH 1.1312
0.618 1.1265
0.500 1.1251
0.382 1.1236
LOW 1.1189
0.618 1.1113
1.000 1.1066
1.618 1.0990
2.618 1.0867
4.250 1.0666
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 1.1286 1.1284
PP 1.1268 1.1265
S1 1.1251 1.1246

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

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