CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 1.0619 1.0656 0.0038 0.4% 1.0599
High 1.0663 1.0675 0.0012 0.1% 1.0669
Low 1.0574 1.0560 -0.0014 -0.1% 1.0527
Close 1.0656 1.0605 -0.0052 -0.5% 1.0601
Range 0.0090 0.0115 0.0026 28.5% 0.0142
ATR 0.0098 0.0100 0.0001 1.2% 0.0000
Volume 195,819 266,875 71,056 36.3% 846,507
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.0958 1.0896 1.0668
R3 1.0843 1.0781 1.0636
R2 1.0728 1.0728 1.0626
R1 1.0666 1.0666 1.0615 1.0640
PP 1.0613 1.0613 1.0613 1.0600
S1 1.0551 1.0551 1.0594 1.0525
S2 1.0498 1.0498 1.0583
S3 1.0383 1.0436 1.0573
S4 1.0268 1.0321 1.0541
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 1.1023 1.0953 1.0678
R3 1.0882 1.0812 1.0639
R2 1.0740 1.0740 1.0626
R1 1.0670 1.0670 1.0613 1.0705
PP 1.0599 1.0599 1.0599 1.0616
S1 1.0529 1.0529 1.0588 1.0564
S2 1.0457 1.0457 1.0575
S3 1.0316 1.0387 1.0562
S4 1.0174 1.0246 1.0523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0695 1.0527 0.0168 1.6% 0.0111 1.0% 46% False False 231,853
10 1.0773 1.0527 0.0246 2.3% 0.0099 0.9% 32% False False 221,485
20 1.1317 1.0527 0.0790 7.4% 0.0108 1.0% 10% False False 218,576
40 1.1317 1.0527 0.0790 7.4% 0.0090 0.8% 10% False False 187,825
60 1.1373 1.0527 0.0846 8.0% 0.0083 0.8% 9% False False 170,488
80 1.1423 1.0527 0.0896 8.4% 0.0081 0.8% 9% False False 128,728
100 1.1423 1.0527 0.0896 8.4% 0.0079 0.7% 9% False False 103,080
120 1.1498 1.0527 0.0971 9.2% 0.0084 0.8% 8% False False 86,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1163
2.618 1.0976
1.618 1.0861
1.000 1.0790
0.618 1.0746
HIGH 1.0675
0.618 1.0631
0.500 1.0617
0.382 1.0603
LOW 1.0560
0.618 1.0488
1.000 1.0445
1.618 1.0373
2.618 1.0258
4.250 1.0071
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 1.0617 1.0627
PP 1.0613 1.0620
S1 1.0609 1.0612

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

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