CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 02-Dec-2016
Day Change Summary
Previous Current
01-Dec-2016 02-Dec-2016 Change Change % Previous Week
Open 1.0600 1.0667 0.0067 0.6% 1.0609
High 1.0676 1.0696 0.0020 0.2% 1.0696
Low 1.0591 1.0631 0.0040 0.4% 1.0560
Close 1.0654 1.0665 0.0011 0.1% 1.0665
Range 0.0086 0.0066 -0.0020 -23.4% 0.0137
ATR 0.0099 0.0096 -0.0002 -2.4% 0.0000
Volume 226,919 195,184 -31,735 -14.0% 1,093,800
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0860 1.0828 1.0701
R3 1.0795 1.0762 1.0683
R2 1.0729 1.0729 1.0677
R1 1.0697 1.0697 1.0671 1.0680
PP 1.0664 1.0664 1.0664 1.0655
S1 1.0631 1.0631 1.0658 1.0615
S2 1.0598 1.0598 1.0652
S3 1.0533 1.0566 1.0646
S4 1.0467 1.0500 1.0628
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.1050 1.0994 1.0740
R3 1.0913 1.0857 1.0702
R2 1.0777 1.0777 1.0690
R1 1.0721 1.0721 1.0677 1.0749
PP 1.0640 1.0640 1.0640 1.0654
S1 1.0584 1.0584 1.0652 1.0612
S2 1.0504 1.0504 1.0639
S3 1.0367 1.0448 1.0627
S4 1.0231 1.0311 1.0589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0696 1.0560 0.0137 1.3% 0.0096 0.9% 77% True False 218,760
10 1.0696 1.0527 0.0169 1.6% 0.0092 0.9% 81% True False 218,672
20 1.1317 1.0527 0.0790 7.4% 0.0108 1.0% 17% False False 220,874
40 1.1317 1.0527 0.0790 7.4% 0.0091 0.9% 17% False False 190,696
60 1.1342 1.0527 0.0815 7.6% 0.0083 0.8% 17% False False 176,771
80 1.1423 1.0527 0.0896 8.4% 0.0081 0.8% 15% False False 133,974
100 1.1423 1.0527 0.0896 8.4% 0.0079 0.7% 15% False False 107,297
120 1.1498 1.0527 0.0971 9.1% 0.0084 0.8% 14% False False 89,541
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0974
2.618 1.0867
1.618 1.0802
1.000 1.0762
0.618 1.0736
HIGH 1.0696
0.618 1.0671
0.500 1.0663
0.382 1.0656
LOW 1.0631
0.618 1.0590
1.000 1.0565
1.618 1.0525
2.618 1.0459
4.250 1.0352
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 1.0664 1.0652
PP 1.0664 1.0640
S1 1.0663 1.0628

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

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