CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 1.1005 1.0965 -0.0040 -0.4% 1.1038
High 1.1005 1.1016 0.0011 0.1% 1.1114
Low 1.0927 1.0965 0.0038 0.3% 1.0859
Close 1.0967 1.1007 0.0040 0.4% 1.0921
Range 0.0078 0.0051 -0.0027 -34.6% 0.0255
ATR 0.0104 0.0101 -0.0004 -3.7% 0.0000
Volume 373 154 -219 -58.7% 3,049
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1149 1.1129 1.1035
R3 1.1098 1.1078 1.1021
R2 1.1047 1.1047 1.1016
R1 1.1027 1.1027 1.1012 1.1037
PP 1.0996 1.0996 1.0996 1.1001
S1 1.0976 1.0976 1.1002 1.0986
S2 1.0945 1.0945 1.0998
S3 1.0894 1.0925 1.0993
S4 1.0843 1.0874 1.0979
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1730 1.1580 1.1061
R3 1.1475 1.1325 1.0991
R2 1.1220 1.1220 1.0968
R1 1.1070 1.1070 1.0944 1.1018
PP 1.0965 1.0965 1.0965 1.0938
S1 1.0815 1.0815 1.0898 1.0763
S2 1.0710 1.0710 1.0874
S3 1.0455 1.0560 1.0851
S4 1.0200 1.0305 1.0781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1037 1.0861 0.0176 1.6% 0.0072 0.7% 83% False False 256
10 1.1114 1.0859 0.0255 2.3% 0.0088 0.8% 58% False False 415
20 1.1114 1.0588 0.0526 4.8% 0.0102 0.9% 80% False False 378
40 1.1126 1.0588 0.0538 4.9% 0.0093 0.8% 78% False False 270
60 1.1540 1.0588 0.0952 8.6% 0.0092 0.8% 44% False False 190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1233
2.618 1.1150
1.618 1.1099
1.000 1.1067
0.618 1.1048
HIGH 1.1016
0.618 1.0997
0.500 1.0991
0.382 1.0984
LOW 1.0965
0.618 1.0933
1.000 1.0914
1.618 1.0882
2.618 1.0831
4.250 1.0748
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 1.1002 1.0999
PP 1.0996 1.0990
S1 1.0991 1.0982

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

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