CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 1.0918 1.0895 -0.0023 -0.2% 1.0652
High 1.0918 1.0958 0.0040 0.4% 1.1031
Low 1.0855 1.0891 0.0036 0.3% 1.0588
Close 1.0903 1.0945 0.0042 0.4% 1.0931
Range 0.0063 0.0067 0.0004 6.3% 0.0443
ATR 0.0108 0.0105 -0.0003 -2.7% 0.0000
Volume 730 269 -461 -63.2% 1,714
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1132 1.1106 1.0982
R3 1.1065 1.1039 1.0963
R2 1.0998 1.0998 1.0957
R1 1.0972 1.0972 1.0951 1.0985
PP 1.0931 1.0931 1.0931 1.0938
S1 1.0905 1.0905 1.0939 1.0918
S2 1.0864 1.0864 1.0933
S3 1.0797 1.0838 1.0927
S4 1.0730 1.0771 1.0908
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.2179 1.1998 1.1175
R3 1.1736 1.1555 1.1053
R2 1.1293 1.1293 1.1012
R1 1.1112 1.1112 1.0972 1.1203
PP 1.0850 1.0850 1.0850 1.0895
S1 1.0669 1.0669 1.0890 1.0760
S2 1.0407 1.0407 1.0850
S3 0.9964 1.0226 1.0809
S4 0.9521 0.9783 1.0687
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% 0.0153 1.4% 81% False False 505
10 1.1031 1.0588 0.0443 4.0% 0.0107 1.0% 81% False False 300
20 1.1031 1.0588 0.0443 4.0% 0.0093 0.8% 81% False False 244
40 1.1540 1.0588 0.0952 8.7% 0.0092 0.8% 38% False False 159
60 1.1540 1.0588 0.0952 8.7% 0.0093 0.8% 38% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1243
2.618 1.1133
1.618 1.1066
1.000 1.1025
0.618 1.0999
HIGH 1.0958
0.618 1.0932
0.500 1.0925
0.382 1.0917
LOW 1.0891
0.618 1.0850
1.000 1.0824
1.618 1.0783
2.618 1.0716
4.250 1.0606
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 1.0938 1.0940
PP 1.0931 1.0934
S1 1.0925 1.0929

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

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