CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 1.1260 1.1256 -0.0004 0.0% 1.1196
High 1.1277 1.1288 0.0011 0.1% 1.1299
Low 1.1222 1.1233 0.0012 0.1% 1.1164
Close 1.1255 1.1252 -0.0003 0.0% 1.1272
Range 0.0056 0.0055 -0.0001 -1.8% 0.0135
ATR 0.0070 0.0069 -0.0001 -1.6% 0.0000
Volume 152,461 155,508 3,047 2.0% 726,197
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1421 1.1391 1.1282
R3 1.1367 1.1337 1.1267
R2 1.1312 1.1312 1.1262
R1 1.1282 1.1282 1.1257 1.1270
PP 1.1258 1.1258 1.1258 1.1251
S1 1.1228 1.1228 1.1247 1.1215
S2 1.1203 1.1203 1.1242
S3 1.1149 1.1173 1.1237
S4 1.1094 1.1119 1.1222
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 1.1222 0.0099 0.9% 0.0057 0.5% 31% False False 145,435
10 1.1320 1.1164 0.0156 1.4% 0.0065 0.6% 56% False False 154,027
20 1.1373 1.1164 0.0209 1.9% 0.0071 0.6% 42% False False 107,150
40 1.1423 1.1109 0.0314 2.8% 0.0070 0.6% 46% False False 54,320
60 1.1423 1.1020 0.0403 3.6% 0.0070 0.6% 58% False False 36,365
80 1.1498 1.0994 0.0505 4.5% 0.0080 0.7% 51% False False 27,461
100 1.1522 1.0994 0.0528 4.7% 0.0075 0.7% 49% False False 21,989
120 1.1700 1.0994 0.0707 6.3% 0.0069 0.6% 37% False False 18,328
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1519
2.618 1.1430
1.618 1.1376
1.000 1.1342
0.618 1.1321
HIGH 1.1288
0.618 1.1267
0.500 1.1260
0.382 1.1254
LOW 1.1233
0.618 1.1199
1.000 1.1179
1.618 1.1145
2.618 1.1090
4.250 1.1001
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 1.1260 1.1261
PP 1.1258 1.1258
S1 1.1255 1.1255

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

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