CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 1.1074 1.0999 -0.0075 -0.7% 1.0918
High 1.1074 1.1083 0.0009 0.1% 1.1100
Low 1.0992 1.0987 -0.0005 0.0% 1.0855
Close 1.0995 1.1050 0.0055 0.5% 1.1050
Range 0.0082 0.0096 0.0014 17.1% 0.0245
ATR 0.0107 0.0106 -0.0001 -0.7% 0.0000
Volume 328 247 -81 -24.7% 1,796
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1328 1.1285 1.1103
R3 1.1232 1.1189 1.1076
R2 1.1136 1.1136 1.1068
R1 1.1093 1.1093 1.1059 1.1115
PP 1.1040 1.1040 1.1040 1.1051
S1 1.0997 1.0997 1.1041 1.1019
S2 1.0944 1.0944 1.1032
S3 1.0848 1.0901 1.1024
S4 1.0752 1.0805 1.0997
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1737 1.1638 1.1185
R3 1.1492 1.1393 1.1117
R2 1.1247 1.1247 1.1095
R1 1.1148 1.1148 1.1072 1.1198
PP 1.1002 1.1002 1.1002 1.1026
S1 1.0903 1.0903 1.1028 1.0953
S2 1.0757 1.0757 1.1005
S3 1.0512 1.0658 1.0983
S4 1.0267 1.0413 1.0915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1100 1.0855 0.0245 2.2% 0.0093 0.8% 80% False False 359
10 1.1100 1.0588 0.0512 4.6% 0.0119 1.1% 90% False False 351
20 1.1100 1.0588 0.0512 4.6% 0.0096 0.9% 90% False False 269
40 1.1440 1.0588 0.0852 7.7% 0.0094 0.8% 54% False False 177
60 1.1540 1.0588 0.0952 8.6% 0.0094 0.8% 49% False False 129
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1491
2.618 1.1334
1.618 1.1238
1.000 1.1179
0.618 1.1142
HIGH 1.1083
0.618 1.1046
0.500 1.1035
0.382 1.1024
LOW 1.0987
0.618 1.0928
1.000 1.0891
1.618 1.0832
2.618 1.0736
4.250 1.0579
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 1.1045 1.1040
PP 1.1040 1.1031
S1 1.1035 1.1021

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

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