CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 1.0759 1.0735 -0.0024 -0.2% 1.1110
High 1.0830 1.0773 -0.0057 -0.5% 1.1317
Low 1.0728 1.0680 -0.0048 -0.4% 1.0844
Close 1.0730 1.0695 -0.0036 -0.3% 1.0859
Range 0.0103 0.0094 -0.0009 -8.8% 0.0473
ATR 0.0098 0.0098 0.0000 -0.4% 0.0000
Volume 213,822 223,264 9,442 4.4% 1,164,503
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0996 1.0939 1.0746
R3 1.0903 1.0845 1.0720
R2 1.0809 1.0809 1.0712
R1 1.0752 1.0752 1.0703 1.0734
PP 1.0716 1.0716 1.0716 1.0707
S1 1.0658 1.0658 1.0686 1.0640
S2 1.0622 1.0622 1.0677
S3 1.0529 1.0565 1.0669
S4 1.0435 1.0471 1.0643
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 1.0969 1.0680 0.0290 2.7% 0.0103 1.0% 5% False True 221,989
10 1.1317 1.0680 0.0638 6.0% 0.0118 1.1% 2% False True 217,635
20 1.1317 1.0680 0.0638 6.0% 0.0097 0.9% 2% False True 189,651
40 1.1320 1.0680 0.0641 6.0% 0.0083 0.8% 2% False True 175,703
60 1.1395 1.0680 0.0716 6.7% 0.0080 0.7% 2% False True 138,179
80 1.1423 1.0680 0.0743 6.9% 0.0077 0.7% 2% False True 103,900
100 1.1423 1.0680 0.0743 6.9% 0.0077 0.7% 2% False True 83,214
120 1.1498 1.0680 0.0819 7.7% 0.0082 0.8% 2% False True 69,452
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1170
2.618 1.1018
1.618 1.0924
1.000 1.0867
0.618 1.0831
HIGH 1.0773
0.618 1.0737
0.500 1.0726
0.382 1.0715
LOW 1.0680
0.618 1.0622
1.000 1.0586
1.618 1.0528
2.618 1.0435
4.250 1.0282
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 1.0726 1.0768
PP 1.0716 1.0743
S1 1.0705 1.0719

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

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