CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 1.0952 1.0903 -0.0049 -0.4% 1.0999
High 1.0955 1.0925 -0.0030 -0.3% 1.1065
Low 1.0884 1.0884 0.0001 0.0% 1.0884
Close 1.0899 1.0902 0.0003 0.0% 1.0899
Range 0.0071 0.0041 -0.0031 -43.0% 0.0182
ATR 0.0073 0.0071 -0.0002 -3.2% 0.0000
Volume 150,215 115,649 -34,566 -23.0% 719,277
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1025 1.1004 1.0924
R3 1.0984 1.0963 1.0913
R2 1.0944 1.0944 1.0909
R1 1.0923 1.0923 1.0905 1.0913
PP 1.0903 1.0903 1.0903 1.0899
S1 1.0882 1.0882 1.0898 1.0873
S2 1.0863 1.0863 1.0894
S3 1.0822 1.0842 1.0890
S4 1.0782 1.0801 1.0879
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1494 1.1378 1.0998
R3 1.1312 1.1196 1.0948
R2 1.1131 1.1131 1.0932
R1 1.1015 1.1015 1.0915 1.0982
PP 1.0949 1.0949 1.0949 1.0933
S1 1.0833 1.0833 1.0882 1.0800
S2 1.0768 1.0768 1.0865
S3 1.0586 1.0652 1.0849
S4 1.0405 1.0470 1.0799
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1065 1.0884 0.0182 1.7% 0.0069 0.6% 10% False False 144,844
10 1.1173 1.0884 0.0290 2.7% 0.0071 0.7% 6% False False 156,315
20 1.1300 1.0884 0.0417 3.8% 0.0071 0.7% 4% False False 164,770
40 1.1373 1.0884 0.0490 4.5% 0.0070 0.6% 4% False False 124,165
60 1.1423 1.0884 0.0539 4.9% 0.0070 0.6% 3% False False 83,181
80 1.1423 1.0884 0.0539 4.9% 0.0072 0.7% 3% False False 62,502
100 1.1498 1.0884 0.0615 5.6% 0.0080 0.7% 3% False False 50,152
120 1.1575 1.0884 0.0692 6.3% 0.0074 0.7% 3% False False 41,800
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 1.1097
2.618 1.1031
1.618 1.0990
1.000 1.0965
0.618 1.0950
HIGH 1.0925
0.618 1.0909
0.500 1.0904
0.382 1.0899
LOW 1.0884
0.618 1.0859
1.000 1.0844
1.618 1.0818
2.618 1.0778
4.250 1.0712
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 1.0904 1.0974
PP 1.0903 1.0950
S1 1.0902 1.0926

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

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