CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 1.1225 1.1202 -0.0023 -0.2% 1.1282
High 1.1257 1.1266 0.0009 0.1% 1.1306
Low 1.1209 1.1202 -0.0007 -0.1% 1.1200
Close 1.1209 1.1266 0.0057 0.5% 1.1222
Range 0.0049 0.0064 0.0016 32.0% 0.0106
ATR 0.0054 0.0055 0.0001 1.3% 0.0000
Volume 46 28 -18 -39.1% 184
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1436 1.1415 1.1301
R3 1.1372 1.1351 1.1283
R2 1.1308 1.1308 1.1277
R1 1.1287 1.1287 1.1271 1.1298
PP 1.1244 1.1244 1.1244 1.1250
S1 1.1223 1.1223 1.1260 1.1234
S2 1.1180 1.1180 1.1254
S3 1.1116 1.1159 1.1248
S4 1.1052 1.1095 1.1230
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.1561 1.1497 1.1280
R3 1.1455 1.1391 1.1251
R2 1.1349 1.1349 1.1241
R1 1.1285 1.1285 1.1232 1.1264
PP 1.1243 1.1243 1.1243 1.1232
S1 1.1179 1.1179 1.1212 1.1158
S2 1.1137 1.1137 1.1203
S3 1.1031 1.1073 1.1193
S4 1.0925 1.0967 1.1164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1299 1.1200 0.0099 0.9% 0.0041 0.4% 66% False False 34
10 1.1372 1.1200 0.0172 1.5% 0.0042 0.4% 38% False False 42
20 1.1597 1.1200 0.0397 3.5% 0.0046 0.4% 16% False False 42
40 1.1700 1.1200 0.0500 4.4% 0.0042 0.4% 13% False False 32
60 1.1700 1.0932 0.0769 6.8% 0.0047 0.4% 43% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1538
2.618 1.1433
1.618 1.1369
1.000 1.1330
0.618 1.1305
HIGH 1.1266
0.618 1.1241
0.500 1.1234
0.382 1.1226
LOW 1.1202
0.618 1.1162
1.000 1.1138
1.618 1.1098
2.618 1.1034
4.250 1.0930
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 1.1255 1.1255
PP 1.1244 1.1244
S1 1.1234 1.1233

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

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