CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 1.0999 1.1038 0.0039 0.4% 1.0918
High 1.1083 1.1107 0.0024 0.2% 1.1100
Low 1.0987 1.1008 0.0021 0.2% 1.0855
Close 1.1050 1.1057 0.0007 0.1% 1.1050
Range 0.0096 0.0099 0.0003 3.1% 0.0245
ATR 0.0106 0.0106 -0.0001 -0.5% 0.0000
Volume 247 362 115 46.6% 1,796
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1354 1.1305 1.1111
R3 1.1255 1.1206 1.1084
R2 1.1156 1.1156 1.1075
R1 1.1107 1.1107 1.1066 1.1132
PP 1.1057 1.1057 1.1057 1.1070
S1 1.1008 1.1008 1.1048 1.1033
S2 1.0958 1.0958 1.1039
S3 1.0859 1.0909 1.1030
S4 1.0760 1.0810 1.1003
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 1.1107 1.0891 0.0216 2.0% 0.0100 0.9% 77% True False 285
10 1.1107 1.0588 0.0519 4.7% 0.0126 1.1% 90% True False 378
20 1.1107 1.0588 0.0519 4.7% 0.0096 0.9% 90% True False 282
40 1.1430 1.0588 0.0842 7.6% 0.0095 0.9% 56% False False 185
60 1.1540 1.0588 0.0952 8.6% 0.0093 0.8% 49% False False 135
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1528
2.618 1.1366
1.618 1.1267
1.000 1.1206
0.618 1.1168
HIGH 1.1107
0.618 1.1069
0.500 1.1058
0.382 1.1046
LOW 1.1008
0.618 1.0947
1.000 1.0909
1.618 1.0848
2.618 1.0749
4.250 1.0587
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 1.1058 1.1054
PP 1.1057 1.1050
S1 1.1057 1.1047

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

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