CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 1.1478 1.1377 -0.0101 -0.9% 1.1414
High 1.1478 1.1396 -0.0082 -0.7% 1.1483
Low 1.1388 1.1324 -0.0065 -0.6% 1.1324
Close 1.1407 1.1336 -0.0072 -0.6% 1.1336
Range 0.0090 0.0072 -0.0018 -19.6% 0.0160
ATR 0.0064 0.0065 0.0001 2.2% 0.0000
Volume 112 416 304 271.4% 1,239
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1568 1.1524 1.1375
R3 1.1496 1.1452 1.1355
R2 1.1424 1.1424 1.1349
R1 1.1380 1.1380 1.1342 1.1366
PP 1.1352 1.1352 1.1352 1.1345
S1 1.1308 1.1308 1.1329 1.1294
S2 1.1280 1.1280 1.1322
S3 1.1208 1.1236 1.1316
S4 1.1136 1.1164 1.1296
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1859 1.1757 1.1423
R3 1.1700 1.1597 1.1379
R2 1.1540 1.1540 1.1365
R1 1.1438 1.1438 1.1350 1.1409
PP 1.1381 1.1381 1.1381 1.1366
S1 1.1278 1.1278 1.1321 1.1250
S2 1.1221 1.1221 1.1306
S3 1.1062 1.1119 1.1292
S4 1.0902 1.0959 1.1248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1483 1.1324 0.0160 1.4% 0.0055 0.5% 8% False True 247
10 1.1483 1.1200 0.0283 2.5% 0.0070 0.6% 48% False False 193
20 1.1483 1.1200 0.0283 2.5% 0.0057 0.5% 48% False False 123
40 1.1700 1.1200 0.0500 4.4% 0.0051 0.4% 27% False False 73
60 1.1700 1.1200 0.0500 4.4% 0.0048 0.4% 27% False False 61
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1702
2.618 1.1584
1.618 1.1512
1.000 1.1468
0.618 1.1440
HIGH 1.1396
0.618 1.1368
0.500 1.1360
0.382 1.1351
LOW 1.1324
0.618 1.1279
1.000 1.1252
1.618 1.1207
2.618 1.1135
4.250 1.1018
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 1.1360 1.1403
PP 1.1352 1.1381
S1 1.1344 1.1358

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

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