CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 1.1288 1.1346 0.0058 0.5% 1.1414
High 1.1372 1.1369 -0.0003 0.0% 1.1483
Low 1.1267 1.1208 -0.0059 -0.5% 1.1324
Close 1.1341 1.1314 -0.0027 -0.2% 1.1336
Range 0.0105 0.0161 0.0056 53.3% 0.0160
ATR 0.0070 0.0077 0.0006 9.2% 0.0000
Volume 348 1,093 745 214.1% 1,239
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1780 1.1708 1.1402
R3 1.1619 1.1547 1.1358
R2 1.1458 1.1458 1.1343
R1 1.1386 1.1386 1.1328 1.1341
PP 1.1297 1.1297 1.1297 1.1275
S1 1.1225 1.1225 1.1299 1.1180
S2 1.1136 1.1136 1.1284
S3 1.0975 1.1064 1.1269
S4 1.0814 1.0903 1.1225
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 1.1396 1.1208 0.0188 1.7% 0.0099 0.9% 56% False True 602
10 1.1483 1.1208 0.0275 2.4% 0.0092 0.8% 38% False True 439
20 1.1483 1.1200 0.0283 2.5% 0.0067 0.6% 40% False False 239
40 1.1700 1.1200 0.0500 4.4% 0.0059 0.5% 23% False False 137
60 1.1700 1.1200 0.0500 4.4% 0.0051 0.5% 23% False False 103
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 0.0008
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2053
2.618 1.1790
1.618 1.1629
1.000 1.1530
0.618 1.1468
HIGH 1.1369
0.618 1.1307
0.500 1.1289
0.382 1.1270
LOW 1.1208
0.618 1.1109
1.000 1.1047
1.618 1.0948
2.618 1.0787
4.250 1.0524
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 1.1305 1.1306
PP 1.1297 1.1298
S1 1.1289 1.1290

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

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