CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 1.1250 1.1242 -0.0008 -0.1% 1.1266
High 1.1276 1.1268 -0.0008 -0.1% 1.1320
Low 1.1174 1.1224 0.0050 0.4% 1.1192
Close 1.1232 1.1247 0.0015 0.1% 1.1277
Range 0.0102 0.0044 -0.0058 -56.9% 0.0129
ATR 0.0071 0.0069 -0.0002 -2.7% 0.0000
Volume 254,938 147,447 -107,491 -42.2% 850,270
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1378 1.1357 1.1271
R3 1.1334 1.1313 1.1259
R2 1.1290 1.1290 1.1255
R1 1.1269 1.1269 1.1251 1.1279
PP 1.1246 1.1246 1.1246 1.1251
S1 1.1225 1.1225 1.1243 1.1235
S2 1.1202 1.1202 1.1239
S3 1.1158 1.1181 1.1235
S4 1.1114 1.1137 1.1223
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.1648 1.1591 1.1348
R3 1.1520 1.1463 1.1312
R2 1.1391 1.1391 1.1301
R1 1.1334 1.1334 1.1289 1.1363
PP 1.1263 1.1263 1.1263 1.1277
S1 1.1206 1.1206 1.1265 1.1234
S2 1.1134 1.1134 1.1253
S3 1.1006 1.1077 1.1242
S4 1.0877 1.0949 1.1206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1291 1.1174 0.0117 1.0% 0.0068 0.6% 63% False False 183,526
10 1.1320 1.1174 0.0147 1.3% 0.0065 0.6% 50% False False 165,416
20 1.1373 1.1164 0.0209 1.9% 0.0069 0.6% 40% False False 142,442
40 1.1423 1.1164 0.0259 2.3% 0.0071 0.6% 32% False False 73,282
60 1.1423 1.1020 0.0403 3.6% 0.0071 0.6% 56% False False 49,036
80 1.1498 1.0994 0.0505 4.5% 0.0081 0.7% 50% False False 36,978
100 1.1498 1.0994 0.0505 4.5% 0.0075 0.7% 50% False False 29,608
120 1.1700 1.0994 0.0707 6.3% 0.0071 0.6% 36% False False 24,678
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1455
2.618 1.1383
1.618 1.1339
1.000 1.1312
0.618 1.1295
HIGH 1.1268
0.618 1.1251
0.500 1.1246
0.382 1.1240
LOW 1.1224
0.618 1.1196
1.000 1.1180
1.618 1.1152
2.618 1.1108
4.250 1.1037
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 1.1247 1.1241
PP 1.1246 1.1235
S1 1.1246 1.1229

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

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