CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 1.1202 1.1275 0.0073 0.7% 1.1282
High 1.1266 1.1300 0.0035 0.3% 1.1306
Low 1.1202 1.1233 0.0031 0.3% 1.1200
Close 1.1266 1.1233 -0.0033 -0.3% 1.1222
Range 0.0064 0.0068 0.0004 5.5% 0.0106
ATR 0.0055 0.0056 0.0001 1.7% 0.0000
Volume 28 54 26 92.9% 184
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1458 1.1413 1.1270
R3 1.1390 1.1345 1.1251
R2 1.1323 1.1323 1.1245
R1 1.1278 1.1278 1.1239 1.1266
PP 1.1255 1.1255 1.1255 1.1249
S1 1.1210 1.1210 1.1226 1.1199
S2 1.1188 1.1188 1.1220
S3 1.1120 1.1143 1.1214
S4 1.1053 1.1075 1.1195
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 1.1300 1.1200 0.0100 0.9% 0.0050 0.4% 33% True False 43
10 1.1309 1.1200 0.0109 1.0% 0.0042 0.4% 30% False False 39
20 1.1575 1.1200 0.0375 3.3% 0.0047 0.4% 9% False False 44
40 1.1700 1.1200 0.0500 4.5% 0.0044 0.4% 7% False False 33
60 1.1700 1.0932 0.0769 6.8% 0.0048 0.4% 39% False False 32
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1587
2.618 1.1477
1.618 1.1409
1.000 1.1368
0.618 1.1342
HIGH 1.1300
0.618 1.1274
0.500 1.1266
0.382 1.1258
LOW 1.1233
0.618 1.1191
1.000 1.1165
1.618 1.1123
2.618 1.1056
4.250 1.0946
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 1.1266 1.1251
PP 1.1255 1.1245
S1 1.1244 1.1239

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

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