CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 1.0978 1.0985 0.0007 0.1% 1.0923
High 1.0988 1.0985 -0.0003 0.0% 1.1037
Low 1.0955 1.0905 -0.0050 -0.5% 1.0907
Close 1.0975 1.0917 -0.0058 -0.5% 1.1007
Range 0.0033 0.0080 0.0047 142.4% 0.0130
ATR 0.0091 0.0090 -0.0001 -0.9% 0.0000
Volume 79 176 97 122.8% 858
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1176 1.1126 1.0961
R3 1.1096 1.1046 1.0939
R2 1.1016 1.1016 1.0932
R1 1.0966 1.0966 1.0924 1.0951
PP 1.0936 1.0936 1.0936 1.0928
S1 1.0886 1.0886 1.0910 1.0871
S2 1.0856 1.0856 1.0902
S3 1.0776 1.0806 1.0895
S4 1.0696 1.0726 1.0873
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 1.0905 0.0141 1.3% 0.0056 0.5% 9% False True 203
10 1.1046 1.0859 0.0187 1.7% 0.0067 0.6% 31% False False 279
20 1.1114 1.0588 0.0526 4.8% 0.0101 0.9% 63% False False 386
40 1.1114 1.0588 0.0526 4.8% 0.0092 0.8% 63% False False 285
60 1.1540 1.0588 0.0952 8.7% 0.0089 0.8% 35% False False 203
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 True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1325
2.618 1.1194
1.618 1.1114
1.000 1.1065
0.618 1.1034
HIGH 1.0985
0.618 1.0954
0.500 1.0945
0.382 1.0936
LOW 1.0905
0.618 1.0856
1.000 1.0825
1.618 1.0776
2.618 1.0696
4.250 1.0565
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 1.0945 1.0969
PP 1.0936 1.0952
S1 1.0926 1.0934

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

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