CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 1.1178 1.1221 0.0043 0.4% 1.1277
High 1.1237 1.1232 -0.0005 0.0% 1.1285
Low 1.1136 1.1162 0.0027 0.2% 1.1136
Close 1.1211 1.1169 -0.0042 -0.4% 1.1211
Range 0.0101 0.0070 -0.0032 -31.2% 0.0150
ATR 0.0072 0.0072 0.0000 -0.3% 0.0000
Volume 243,699 88,304 -155,395 -63.8% 912,732
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1396 1.1352 1.1207
R3 1.1327 1.1283 1.1188
R2 1.1257 1.1257 1.1182
R1 1.1213 1.1213 1.1175 1.1200
PP 1.1188 1.1188 1.1188 1.1181
S1 1.1144 1.1144 1.1163 1.1131
S2 1.1118 1.1118 1.1156
S3 1.1049 1.1074 1.1150
S4 1.0979 1.1005 1.1131
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1659 1.1584 1.1293
R3 1.1509 1.1435 1.1252
R2 1.1360 1.1360 1.1238
R1 1.1285 1.1285 1.1224 1.1248
PP 1.1210 1.1210 1.1210 1.1192
S1 1.1136 1.1136 1.1197 1.1098
S2 1.1061 1.1061 1.1183
S3 1.0911 1.0986 1.1169
S4 1.0762 1.0837 1.1128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1276 1.1136 0.0140 1.3% 0.0078 0.7% 24% False False 178,843
10 1.1300 1.1136 0.0165 1.5% 0.0071 0.6% 20% False False 173,225
20 1.1342 1.1136 0.0206 1.8% 0.0069 0.6% 16% False False 161,745
40 1.1423 1.1136 0.0287 2.6% 0.0072 0.6% 12% False False 85,482
60 1.1423 1.1020 0.0403 3.6% 0.0070 0.6% 37% False False 57,214
80 1.1498 1.0994 0.0505 4.5% 0.0079 0.7% 35% False False 43,096
100 1.1498 1.0994 0.0505 4.5% 0.0077 0.7% 35% False False 34,524
120 1.1700 1.0994 0.0707 6.3% 0.0072 0.6% 25% False False 28,776
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1527
2.618 1.1413
1.618 1.1344
1.000 1.1301
0.618 1.1274
HIGH 1.1232
0.618 1.1205
0.500 1.1197
0.382 1.1189
LOW 1.1162
0.618 1.1119
1.000 1.1093
1.618 1.1050
2.618 1.0980
4.250 1.0867
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 1.1197 1.1190
PP 1.1188 1.1183
S1 1.1178 1.1176

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

View Archives - Comment on this page... - Back to Index of Symbols