CME Euro FX (E) Future December 2016


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Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 1.0667 1.0550 -0.0117 -1.1% 1.0609
High 1.0696 1.0802 0.0106 1.0% 1.0696
Low 1.0631 1.0510 -0.0121 -1.1% 1.0560
Close 1.0665 1.0775 0.0110 1.0% 1.0665
Range 0.0066 0.0292 0.0227 345.8% 0.0137
ATR 0.0096 0.0110 0.0014 14.6% 0.0000
Volume 195,184 304,739 109,555 56.1% 1,093,800
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.1572 1.1465 1.0935
R3 1.1280 1.1173 1.0855
R2 1.0988 1.0988 1.0828
R1 1.0881 1.0881 1.0801 1.0934
PP 1.0696 1.0696 1.0696 1.0722
S1 1.0589 1.0589 1.0748 1.0642
S2 1.0404 1.0404 1.0721
S3 1.0112 1.0297 1.0694
S4 0.9820 1.0005 1.0614
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 1.0802 1.0510 0.0292 2.7% 0.0130 1.2% 91% True True 237,907
10 1.0802 1.0510 0.0292 2.7% 0.0114 1.1% 91% True True 224,504
20 1.1317 1.0510 0.0807 7.5% 0.0120 1.1% 33% False True 228,386
40 1.1317 1.0510 0.0807 7.5% 0.0096 0.9% 33% False True 192,222
60 1.1342 1.0510 0.0832 7.7% 0.0087 0.8% 32% False True 181,389
80 1.1423 1.0510 0.0913 8.5% 0.0084 0.8% 29% False True 137,772
100 1.1423 1.0510 0.0913 8.5% 0.0081 0.8% 29% False True 110,341
120 1.1498 1.0510 0.0988 9.2% 0.0085 0.8% 27% False True 92,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2043
2.618 1.1566
1.618 1.1274
1.000 1.1094
0.618 1.0982
HIGH 1.0802
0.618 1.0690
0.500 1.0656
0.382 1.0622
LOW 1.0510
0.618 1.0330
1.000 1.0218
1.618 1.0038
2.618 0.9746
4.250 0.9269
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 1.0735 1.0735
PP 1.0696 1.0696
S1 1.0656 1.0656

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

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