CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 1.1414 1.1448 0.0034 0.3% 1.1225
High 1.1458 1.1448 -0.0010 -0.1% 1.1450
Low 1.1414 1.1419 0.0005 0.0% 1.1202
Close 1.1454 1.1442 -0.0013 -0.1% 1.1425
Range 0.0044 0.0029 -0.0015 -34.5% 0.0249
ATR 0.0066 0.0064 -0.0002 -3.3% 0.0000
Volume 177 433 256 144.6% 682
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1522 1.1510 1.1457
R3 1.1493 1.1482 1.1449
R2 1.1465 1.1465 1.1447
R1 1.1453 1.1453 1.1444 1.1445
PP 1.1436 1.1436 1.1436 1.1432
S1 1.1425 1.1425 1.1439 1.1416
S2 1.1408 1.1408 1.1436
S3 1.1379 1.1396 1.1434
S4 1.1351 1.1368 1.1426
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.2104 1.2013 1.1562
R3 1.1856 1.1765 1.1493
R2 1.1607 1.1607 1.1471
R1 1.1516 1.1516 1.1448 1.1562
PP 1.1359 1.1359 1.1359 1.1382
S1 1.1268 1.1268 1.1402 1.1313
S2 1.1110 1.1110 1.1379
S3 1.0862 1.1019 1.1357
S4 1.0613 1.0771 1.1288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1458 1.1202 0.0256 2.2% 0.0085 0.7% 94% False False 249
10 1.1458 1.1200 0.0258 2.3% 0.0064 0.6% 94% False False 145
20 1.1522 1.1200 0.0322 2.8% 0.0053 0.5% 75% False False 99
40 1.1700 1.1200 0.0500 4.4% 0.0048 0.4% 48% False False 61
60 1.1700 1.1200 0.0500 4.4% 0.0045 0.4% 48% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1569
2.618 1.1522
1.618 1.1494
1.000 1.1476
0.618 1.1465
HIGH 1.1448
0.618 1.1437
0.500 1.1433
0.382 1.1430
LOW 1.1419
0.618 1.1401
1.000 1.1391
1.618 1.1373
2.618 1.1344
4.250 1.1298
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 1.1439 1.1408
PP 1.1436 1.1375
S1 1.1433 1.1342

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

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