CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 1.0617 1.0549 -0.0068 -0.6% 1.0550
High 1.0634 1.0655 0.0022 0.2% 1.0878
Low 1.0534 1.0528 -0.0006 -0.1% 1.0510
Close 1.0557 1.0633 0.0076 0.7% 1.0557
Range 0.0100 0.0127 0.0027 27.0% 0.0368
ATR 0.0116 0.0117 0.0001 0.7% 0.0000
Volume 220,016 252,251 32,235 14.7% 1,217,512
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0986 1.0937 1.0703
R3 1.0859 1.0810 1.0668
R2 1.0732 1.0732 1.0656
R1 1.0683 1.0683 1.0645 1.0708
PP 1.0605 1.0605 1.0605 1.0618
S1 1.0556 1.0556 1.0621 1.0581
S2 1.0478 1.0478 1.0610
S3 1.0351 1.0429 1.0598
S4 1.0224 1.0302 1.0563
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.1752 1.1523 1.0759
R3 1.1384 1.1155 1.0658
R2 1.1016 1.1016 1.0624
R1 1.0787 1.0787 1.0591 1.0902
PP 1.0648 1.0648 1.0648 1.0706
S1 1.0419 1.0419 1.0523 1.0534
S2 1.0280 1.0280 1.0490
S3 0.9912 1.0051 1.0456
S4 0.9544 0.9683 1.0355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0878 1.0528 0.0350 3.3% 0.0130 1.2% 30% False True 233,004
10 1.0878 1.0510 0.0368 3.5% 0.0130 1.2% 33% False False 235,456
20 1.0878 1.0510 0.0368 3.5% 0.0116 1.1% 33% False False 228,412
40 1.1317 1.0510 0.0807 7.6% 0.0102 1.0% 15% False False 200,934
60 1.1320 1.0510 0.0810 7.6% 0.0091 0.9% 15% False False 189,051
80 1.1415 1.0510 0.0905 8.5% 0.0087 0.8% 14% False False 152,228
100 1.1423 1.0510 0.0913 8.6% 0.0084 0.8% 13% False False 121,970
120 1.1498 1.0510 0.0988 9.3% 0.0087 0.8% 12% False False 101,725
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 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1195
2.618 1.0987
1.618 1.0860
1.000 1.0782
0.618 1.0733
HIGH 1.0655
0.618 1.0606
0.500 1.0592
0.382 1.0577
LOW 1.0528
0.618 1.0450
1.000 1.0401
1.618 1.0323
2.618 1.0196
4.250 0.9988
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 1.0619 1.0703
PP 1.0605 1.0680
S1 1.0592 1.0656

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

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