CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 1.1024 1.1022 -0.0002 0.0% 1.0923
High 1.1046 1.1033 -0.0013 -0.1% 1.1037
Low 1.1009 1.0952 -0.0057 -0.5% 1.0907
Close 1.1030 1.0992 -0.0038 -0.3% 1.1007
Range 0.0037 0.0081 0.0044 118.9% 0.0130
ATR 0.0096 0.0095 -0.0001 -1.1% 0.0000
Volume 158 449 291 184.2% 858
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1235 1.1195 1.1037
R3 1.1154 1.1114 1.1014
R2 1.1073 1.1073 1.1007
R1 1.1033 1.1033 1.0999 1.1013
PP 1.0992 1.0992 1.0992 1.0982
S1 1.0952 1.0952 1.0985 1.0932
S2 1.0911 1.0911 1.0977
S3 1.0830 1.0871 1.0970
S4 1.0749 1.0790 1.0947
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 1.0927 0.0119 1.1% 0.0065 0.6% 55% False False 267
10 1.1114 1.0859 0.0255 2.3% 0.0080 0.7% 52% False False 415
20 1.1114 1.0588 0.0526 4.8% 0.0103 0.9% 77% False False 397
40 1.1114 1.0588 0.0526 4.8% 0.0092 0.8% 77% False False 284
60 1.1540 1.0588 0.0952 8.7% 0.0090 0.8% 42% False False 200
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1377
2.618 1.1245
1.618 1.1164
1.000 1.1114
0.618 1.1083
HIGH 1.1033
0.618 1.1002
0.500 1.0993
0.382 1.0983
LOW 1.0952
0.618 1.0902
1.000 1.0871
1.618 1.0821
2.618 1.0740
4.250 1.0608
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 1.0993 1.0999
PP 1.0992 1.0997
S1 1.0992 1.0994

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

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