CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 1.0913 1.0931 0.0019 0.2% 1.0999
High 1.0970 1.0965 -0.0006 -0.1% 1.1065
Low 1.0898 1.0905 0.0007 0.1% 1.0884
Close 1.0932 1.0925 -0.0007 -0.1% 1.0899
Range 0.0072 0.0060 -0.0012 -16.7% 0.0182
ATR 0.0070 0.0069 -0.0001 -1.0% 0.0000
Volume 161,001 151,887 -9,114 -5.7% 719,277
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 1.1111 1.1078 1.0958
R3 1.1051 1.1018 1.0942
R2 1.0991 1.0991 1.0936
R1 1.0958 1.0958 1.0931 1.0945
PP 1.0931 1.0931 1.0931 1.0925
S1 1.0898 1.0898 1.0920 1.0885
S2 1.0871 1.0871 1.0914
S3 1.0811 1.0838 1.0909
S4 1.0751 1.0778 1.0892
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 1.0970 1.0875 0.0095 0.9% 0.0060 0.5% 53% False False 146,433
10 1.1087 1.0875 0.0212 1.9% 0.0066 0.6% 24% False False 146,926
20 1.1291 1.0875 0.0416 3.8% 0.0071 0.7% 12% False False 164,170
40 1.1373 1.0875 0.0498 4.6% 0.0071 0.7% 10% False False 135,660
60 1.1423 1.0875 0.0548 5.0% 0.0070 0.6% 9% False False 90,937
80 1.1423 1.0875 0.0548 5.0% 0.0071 0.6% 9% False False 68,316
100 1.1498 1.0875 0.0623 5.7% 0.0078 0.7% 8% False False 54,803
120 1.1522 1.0875 0.0647 5.9% 0.0074 0.7% 8% False False 45,686
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1220
2.618 1.1122
1.618 1.1062
1.000 1.1025
0.618 1.1002
HIGH 1.0965
0.618 1.0942
0.500 1.0935
0.382 1.0927
LOW 1.0905
0.618 1.0867
1.000 1.0845
1.618 1.0807
2.618 1.0747
4.250 1.0650
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 1.0935 1.0924
PP 1.0931 1.0923
S1 1.0928 1.0923

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

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