CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 1.1326 1.1363 0.0038 0.3% 1.1414
High 1.1373 1.1363 -0.0010 -0.1% 1.1483
Low 1.1314 1.1266 -0.0048 -0.4% 1.1324
Close 1.1370 1.1281 -0.0090 -0.8% 1.1336
Range 0.0059 0.0097 0.0038 64.4% 0.0160
ATR 0.0065 0.0068 0.0003 4.3% 0.0000
Volume 145 1,012 867 597.9% 1,239
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1594 1.1534 1.1334
R3 1.1497 1.1437 1.1307
R2 1.1400 1.1400 1.1298
R1 1.1340 1.1340 1.1289 1.1322
PP 1.1303 1.1303 1.1303 1.1294
S1 1.1243 1.1243 1.1272 1.1225
S2 1.1206 1.1206 1.1263
S3 1.1109 1.1146 1.1254
S4 1.1012 1.1049 1.1227
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 1.1266 0.0217 1.9% 0.0072 0.6% 7% False True 357
10 1.1483 1.1202 0.0282 2.5% 0.0079 0.7% 28% False False 303
20 1.1483 1.1200 0.0283 2.5% 0.0059 0.5% 28% False False 176
40 1.1700 1.1200 0.0500 4.4% 0.0055 0.5% 16% False False 101
60 1.1700 1.1200 0.0500 4.4% 0.0047 0.4% 16% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1775
2.618 1.1617
1.618 1.1520
1.000 1.1460
0.618 1.1423
HIGH 1.1363
0.618 1.1326
0.500 1.1315
0.382 1.1303
LOW 1.1266
0.618 1.1206
1.000 1.1169
1.618 1.1109
2.618 1.1012
4.250 1.0854
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 1.1315 1.1331
PP 1.1303 1.1314
S1 1.1292 1.1297

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

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