CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 1.1194 1.1232 0.0039 0.3% 1.1279
High 1.1238 1.1299 0.0061 0.5% 1.1342
Low 1.1164 1.1224 0.0060 0.5% 1.1192
Close 1.1218 1.1241 0.0024 0.2% 1.1193
Range 0.0074 0.0075 0.0001 0.7% 0.0150
ATR 0.0074 0.0074 0.0001 0.7% 0.0000
Volume 183,371 164,867 -18,504 -10.1% 705,293
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1478 1.1434 1.1282
R3 1.1404 1.1360 1.1261
R2 1.1329 1.1329 1.1255
R1 1.1285 1.1285 1.1248 1.1307
PP 1.1255 1.1255 1.1255 1.1266
S1 1.1211 1.1211 1.1234 1.1233
S2 1.1180 1.1180 1.1227
S3 1.1106 1.1136 1.1221
S4 1.1031 1.1062 1.1200
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 1.1299 1.1164 0.0135 1.2% 0.0072 0.6% 57% True False 162,619
10 1.1342 1.1164 0.0178 1.6% 0.0071 0.6% 43% False False 132,934
20 1.1395 1.1164 0.0231 2.1% 0.0075 0.7% 33% False False 71,310
40 1.1423 1.1109 0.0314 2.8% 0.0072 0.6% 42% False False 36,211
60 1.1423 1.1020 0.0403 3.6% 0.0074 0.7% 55% False False 24,297
80 1.1498 1.0994 0.0505 4.5% 0.0082 0.7% 49% False False 18,387
100 1.1700 1.0994 0.0707 6.3% 0.0075 0.7% 35% False False 14,719
120 1.1700 1.0994 0.0707 6.3% 0.0068 0.6% 35% False False 12,269
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1615
2.618 1.1494
1.618 1.1419
1.000 1.1373
0.618 1.1345
HIGH 1.1299
0.618 1.1270
0.500 1.1261
0.382 1.1252
LOW 1.1224
0.618 1.1178
1.000 1.1150
1.618 1.1103
2.618 1.1029
4.250 1.0907
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 1.1261 1.1238
PP 1.1255 1.1235
S1 1.1248 1.1231

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

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