CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 1.1266 1.1293 0.0027 0.2% 1.1196
High 1.1320 1.1300 -0.0020 -0.2% 1.1299
Low 1.1261 1.1232 -0.0029 -0.3% 1.1164
Close 1.1296 1.1262 -0.0034 -0.3% 1.1272
Range 0.0060 0.0069 0.0009 15.1% 0.0135
ATR 0.0071 0.0071 0.0000 -0.3% 0.0000
Volume 119,056 170,328 51,272 43.1% 726,197
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1470 1.1435 1.1300
R3 1.1402 1.1366 1.1281
R2 1.1333 1.1333 1.1275
R1 1.1298 1.1298 1.1268 1.1281
PP 1.1265 1.1265 1.1265 1.1256
S1 1.1229 1.1229 1.1256 1.1213
S2 1.1196 1.1196 1.1249
S3 1.1128 1.1161 1.1243
S4 1.1059 1.1092 1.1224
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1648 1.1594 1.1345
R3 1.1514 1.1460 1.1308
R2 1.1379 1.1379 1.1296
R1 1.1325 1.1325 1.1284 1.1352
PP 1.1245 1.1245 1.1245 1.1258
S1 1.1191 1.1191 1.1259 1.1218
S2 1.1110 1.1110 1.1247
S3 1.0976 1.1056 1.1235
S4 1.0841 1.0922 1.1198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1320 1.1164 0.0156 1.4% 0.0065 0.6% 63% False False 153,489
10 1.1342 1.1164 0.0178 1.6% 0.0068 0.6% 55% False False 157,182
20 1.1373 1.1164 0.0209 1.9% 0.0071 0.6% 47% False False 91,995
40 1.1423 1.1109 0.0314 2.8% 0.0071 0.6% 49% False False 46,639
60 1.1423 1.1020 0.0403 3.6% 0.0072 0.6% 60% False False 31,242
80 1.1498 1.0994 0.0505 4.5% 0.0080 0.7% 53% False False 23,619
100 1.1551 1.0994 0.0558 5.0% 0.0075 0.7% 48% False False 18,910
120 1.1700 1.0994 0.0707 6.3% 0.0069 0.6% 38% False False 15,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1591
2.618 1.1479
1.618 1.1411
1.000 1.1369
0.618 1.1342
HIGH 1.1300
0.618 1.1274
0.500 1.1266
0.382 1.1258
LOW 1.1232
0.618 1.1189
1.000 1.1163
1.618 1.1121
2.618 1.1052
4.250 1.0940
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 1.1266 1.1276
PP 1.1265 1.1271
S1 1.1263 1.1267

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

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