CME Euro FX (E) Future December 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 1.1196 1.1218 0.0023 0.2% 1.1279
High 1.1240 1.1255 0.0015 0.1% 1.1342
Low 1.1193 1.1191 -0.0002 0.0% 1.1192
Close 1.1219 1.1199 -0.0021 -0.2% 1.1193
Range 0.0048 0.0064 0.0017 34.7% 0.0150
ATR 0.0074 0.0074 -0.0001 -1.0% 0.0000
Volume 116,856 131,280 14,424 12.3% 705,293
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1407 1.1367 1.1234
R3 1.1343 1.1303 1.1216
R2 1.1279 1.1279 1.1210
R1 1.1239 1.1239 1.1204 1.1227
PP 1.1215 1.1215 1.1215 1.1209
S1 1.1175 1.1175 1.1193 1.1163
S2 1.1151 1.1151 1.1187
S3 1.1087 1.1111 1.1181
S4 1.1023 1.1047 1.1163
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1692 1.1593 1.1276
R3 1.1542 1.1443 1.1234
R2 1.1392 1.1392 1.1221
R1 1.1293 1.1293 1.1207 1.1267
PP 1.1242 1.1242 1.1242 1.1229
S1 1.1143 1.1143 1.1179 1.1117
S2 1.1092 1.1092 1.1166
S3 1.0942 1.0993 1.1152
S4 1.0792 1.0843 1.1111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1342 1.1191 0.0151 1.3% 0.0071 0.6% 5% False True 160,875
10 1.1373 1.1191 0.0182 1.6% 0.0069 0.6% 4% False True 102,622
20 1.1412 1.1176 0.0236 2.1% 0.0073 0.7% 10% False False 54,011
40 1.1423 1.1034 0.0389 3.5% 0.0072 0.6% 42% False False 27,520
60 1.1423 1.1020 0.0403 3.6% 0.0074 0.7% 44% False False 18,503
80 1.1498 1.0994 0.0505 4.5% 0.0081 0.7% 41% False False 14,035
100 1.1700 1.0994 0.0707 6.3% 0.0075 0.7% 29% False False 11,237
120 1.1700 1.0994 0.0707 6.3% 0.0068 0.6% 29% False False 9,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1527
2.618 1.1423
1.618 1.1359
1.000 1.1319
0.618 1.1295
HIGH 1.1255
0.618 1.1231
0.500 1.1223
0.382 1.1215
LOW 1.1191
0.618 1.1151
1.000 1.1127
1.618 1.1087
2.618 1.1023
4.250 1.0919
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 1.1223 1.1242
PP 1.1215 1.1227
S1 1.1207 1.1213

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

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