CME Euro FX (E) Future December 2016


Show Legacy Chart
Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 1.0850 1.0759 -0.0092 -0.8% 1.1110
High 1.0856 1.0830 -0.0026 -0.2% 1.1317
Low 1.0723 1.0728 0.0005 0.0% 1.0844
Close 1.0739 1.0730 -0.0009 -0.1% 1.0859
Range 0.0134 0.0103 -0.0031 -23.2% 0.0473
ATR 0.0098 0.0098 0.0000 0.3% 0.0000
Volume 247,721 213,822 -33,899 -13.7% 1,164,503
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1070 1.1003 1.0786
R3 1.0968 1.0900 1.0758
R2 1.0865 1.0865 1.0749
R1 1.0798 1.0798 1.0739 1.0780
PP 1.0763 1.0763 1.0763 1.0754
S1 1.0695 1.0695 1.0721 1.0678
S2 1.0660 1.0660 1.0711
S3 1.0558 1.0593 1.0702
S4 1.0455 1.0490 1.0674
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.2426 1.2115 1.1119
R3 1.1953 1.1642 1.0989
R2 1.1480 1.1480 1.0946
R1 1.1169 1.1169 1.0902 1.1088
PP 1.1007 1.1007 1.1007 1.0966
S1 1.0696 1.0696 1.0816 1.0615
S2 1.0534 1.0534 1.0772
S3 1.0061 1.0223 1.0729
S4 0.9588 0.9750 1.0599
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1317 1.0723 0.0595 5.5% 0.0163 1.5% 1% False False 269,591
10 1.1317 1.0723 0.0595 5.5% 0.0116 1.1% 1% False False 215,667
20 1.1317 1.0723 0.0595 5.5% 0.0095 0.9% 1% False False 184,413
40 1.1320 1.0723 0.0598 5.6% 0.0082 0.8% 1% False False 174,706
60 1.1412 1.0723 0.0689 6.4% 0.0079 0.7% 1% False False 134,474
80 1.1423 1.0723 0.0700 6.5% 0.0077 0.7% 1% False False 101,113
100 1.1423 1.0723 0.0700 6.5% 0.0077 0.7% 1% False False 80,984
120 1.1498 1.0723 0.0776 7.2% 0.0081 0.8% 1% False False 67,592
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1266
2.618 1.1098
1.618 1.0996
1.000 1.0933
0.618 1.0893
HIGH 1.0830
0.618 1.0791
0.500 1.0779
0.382 1.0767
LOW 1.0728
0.618 1.0664
1.000 1.0625
1.618 1.0562
2.618 1.0459
4.250 1.0292
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 1.0779 1.0830
PP 1.0763 1.0797
S1 1.0746 1.0763

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Trading Indicators / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.