CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 1.0685 1.0660 -0.0025 -0.2% 1.0691
High 1.0693 1.1031 0.0338 3.2% 1.0741
Low 1.0601 1.0588 -0.0013 -0.1% 1.0605
Close 1.0682 1.1031 0.0349 3.3% 1.0663
Range 0.0092 0.0443 0.0351 381.5% 0.0136
ATR 0.0083 0.0109 0.0026 31.1% 0.0000
Volume 368 717 349 94.8% 438
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.2212 1.2065 1.1275
R3 1.1769 1.1622 1.1153
R2 1.1326 1.1326 1.1112
R1 1.1179 1.1179 1.1072 1.1253
PP 1.0883 1.0883 1.0883 1.0920
S1 1.0736 1.0736 1.0990 1.0810
S2 1.0440 1.0440 1.0950
S3 0.9997 1.0293 1.0909
S4 0.9554 0.9850 1.0787
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 1.1078 1.1006 1.0738
R3 1.0942 1.0870 1.0700
R2 1.0806 1.0806 1.0688
R1 1.0734 1.0734 1.0675 1.0702
PP 1.0670 1.0670 1.0670 1.0654
S1 1.0598 1.0598 1.0651 1.0566
S2 1.0534 1.0534 1.0638
S3 1.0398 1.0462 1.0626
S4 1.0262 1.0326 1.0588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1031 1.0588 0.0443 4.0% 0.0139 1.3% 100% True True 283
10 1.1031 1.0588 0.0443 4.0% 0.0105 0.9% 100% True True 249
20 1.1031 1.0588 0.0443 4.0% 0.0099 0.9% 100% True True 214
40 1.1540 1.0588 0.0952 8.6% 0.0092 0.8% 47% False True 124
60 1.1540 1.0588 0.0952 8.6% 0.0093 0.8% 47% False True 94
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 0.0013
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 1.2914
2.618 1.2191
1.618 1.1748
1.000 1.1474
0.618 1.1305
HIGH 1.1031
0.618 1.0862
0.500 1.0810
0.382 1.0757
LOW 1.0588
0.618 1.0314
1.000 1.0145
1.618 0.9871
2.618 0.9428
4.250 0.8705
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 1.0957 1.0957
PP 1.0883 1.0883
S1 1.0810 1.0810

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

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