CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 1.0965 1.1024 0.0059 0.5% 1.0923
High 1.1016 1.1046 0.0030 0.3% 1.1037
Low 1.0965 1.1009 0.0044 0.4% 1.0907
Close 1.1007 1.1030 0.0023 0.2% 1.1007
Range 0.0051 0.0037 -0.0014 -27.5% 0.0130
ATR 0.0101 0.0096 -0.0004 -4.4% 0.0000
Volume 154 158 4 2.6% 858
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1139 1.1122 1.1050
R3 1.1102 1.1085 1.1040
R2 1.1065 1.1065 1.1037
R1 1.1048 1.1048 1.1033 1.1057
PP 1.1028 1.1028 1.1028 1.1033
S1 1.1011 1.1011 1.1027 1.1020
S2 1.0991 1.0991 1.1023
S3 1.0954 1.0974 1.1020
S4 1.0917 1.0937 1.1010
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1374 1.1320 1.1079
R3 1.1244 1.1190 1.1043
R2 1.1114 1.1114 1.1031
R1 1.1060 1.1060 1.1019 1.1087
PP 1.0984 1.0984 1.0984 1.0997
S1 1.0930 1.0930 1.0995 1.0957
S2 1.0854 1.0854 1.0983
S3 1.0724 1.0800 1.0971
S4 1.0594 1.0670 1.0936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1046 1.0907 0.0139 1.3% 0.0066 0.6% 88% True False 203
10 1.1114 1.0859 0.0255 2.3% 0.0082 0.7% 67% False False 406
20 1.1114 1.0588 0.0526 4.8% 0.0101 0.9% 84% False False 378
40 1.1126 1.0588 0.0538 4.9% 0.0093 0.8% 82% False False 273
60 1.1540 1.0588 0.0952 8.6% 0.0091 0.8% 46% False False 193
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 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1203
2.618 1.1143
1.618 1.1106
1.000 1.1083
0.618 1.1069
HIGH 1.1046
0.618 1.1032
0.500 1.1028
0.382 1.1023
LOW 1.1009
0.618 1.0986
1.000 1.0972
1.618 1.0949
2.618 1.0912
4.250 1.0852
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 1.1029 1.1016
PP 1.1028 1.1001
S1 1.1028 1.0987

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

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