CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 1.0531 1.0422 -0.0109 -1.0% 1.0549
High 1.0531 1.0475 -0.0056 -0.5% 1.0673
Low 1.0368 1.0401 0.0034 0.3% 1.0368
Close 1.0426 1.0433 0.0007 0.1% 1.0433
Range 0.0163 0.0074 -0.0089 -54.6% 0.0305
ATR 0.0123 0.0119 -0.0003 -2.8% 0.0000
Volume 355,581 68,085 -287,496 -80.9% 1,276,973
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0658 1.0620 1.0474
R3 1.0584 1.0546 1.0453
R2 1.0510 1.0510 1.0447
R1 1.0472 1.0472 1.0440 1.0491
PP 1.0436 1.0436 1.0436 1.0446
S1 1.0398 1.0398 1.0426 1.0417
S2 1.0362 1.0362 1.0419
S3 1.0288 1.0324 1.0413
S4 1.0214 1.0250 1.0392
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.1406 1.1225 1.0601
R3 1.1101 1.0920 1.0517
R2 1.0796 1.0796 1.0489
R1 1.0615 1.0615 1.0461 1.0553
PP 1.0491 1.0491 1.0491 1.0460
S1 1.0310 1.0310 1.0405 1.0248
S2 1.0186 1.0186 1.0377
S3 0.9881 1.0005 1.0349
S4 0.9576 0.9700 1.0265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0673 1.0368 0.0305 2.9% 0.0120 1.2% 21% False False 255,394
10 1.0878 1.0368 0.0511 4.9% 0.0142 1.4% 13% False False 249,448
20 1.0878 1.0368 0.0511 4.9% 0.0117 1.1% 13% False False 234,060
40 1.1317 1.0368 0.0950 9.1% 0.0107 1.0% 7% False False 212,326
60 1.1320 1.0368 0.0953 9.1% 0.0095 0.9% 7% False False 196,190
80 1.1395 1.0368 0.1028 9.8% 0.0090 0.9% 6% False False 164,970
100 1.1423 1.0368 0.1055 10.1% 0.0086 0.8% 6% False False 132,199
120 1.1423 1.0368 0.1055 10.1% 0.0084 0.8% 6% False False 110,244
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0790
2.618 1.0669
1.618 1.0595
1.000 1.0549
0.618 1.0521
HIGH 1.0475
0.618 1.0447
0.500 1.0438
0.382 1.0429
LOW 1.0401
0.618 1.0355
1.000 1.0327
1.618 1.0281
2.618 1.0207
4.250 1.0087
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 1.0438 1.0520
PP 1.0436 1.0491
S1 1.0435 1.0462

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

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