CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 1.1052 1.0994 -0.0058 -0.5% 1.0918
High 1.1114 1.1054 -0.0060 -0.5% 1.1100
Low 1.0968 1.0955 -0.0013 -0.1% 1.0855
Close 1.0976 1.1038 0.0062 0.6% 1.1050
Range 0.0146 0.0099 -0.0047 -32.2% 0.0245
ATR 0.0109 0.0108 -0.0001 -0.6% 0.0000
Volume 993 615 -378 -38.1% 1,796
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1313 1.1274 1.1092
R3 1.1214 1.1175 1.1065
R2 1.1115 1.1115 1.1056
R1 1.1076 1.1076 1.1047 1.1096
PP 1.1016 1.1016 1.1016 1.1025
S1 1.0977 1.0977 1.1029 1.0997
S2 1.0917 1.0917 1.1020
S3 1.0818 1.0878 1.1011
S4 1.0719 1.0779 1.0984
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 1.1114 1.0955 0.0159 1.4% 0.0104 0.9% 52% False True 509
10 1.1114 1.0588 0.0526 4.8% 0.0135 1.2% 86% False False 492
20 1.1114 1.0588 0.0526 4.8% 0.0101 0.9% 86% False False 346
40 1.1421 1.0588 0.0833 7.5% 0.0098 0.9% 54% False False 225
60 1.1540 1.0588 0.0952 8.6% 0.0094 0.8% 47% False False 161
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1475
2.618 1.1313
1.618 1.1214
1.000 1.1153
0.618 1.1115
HIGH 1.1054
0.618 1.1016
0.500 1.1005
0.382 1.0993
LOW 1.0955
0.618 1.0894
1.000 1.0856
1.618 1.0795
2.618 1.0696
4.250 1.0534
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 1.1027 1.1037
PP 1.1016 1.1036
S1 1.1005 1.1035

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

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