CME Euro FX (E) Future June 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	1.0652	1.0642	-0.0010	-0.1%	1.0691
High	1.0652	1.0702	0.0050	0.5%	1.0741
Low	1.0625	1.0642	0.0017	0.2%	1.0605
Close	1.0638	1.0696	0.0058	0.5%	1.0663
Range	0.0027	0.0060	0.0033	122.2%	0.0136
ATR	0.0083	0.0082	-0.0001	-1.7%	0.0000
Volume	83	101	18	21.7%	438

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.0860	1.0838	1.0729
R3	1.0800	1.0778	1.0713
R2	1.0740	1.0740	1.0707
R1	1.0718	1.0718	1.0702	1.0729
PP	1.0680	1.0680	1.0680	1.0686
S1	1.0658	1.0658	1.0691	1.0669
S2	1.0620	1.0620	1.0685
S3	1.0560	1.0598	1.0680
S4	1.0500	1.0538	1.0663

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	1.1078	1.1006	1.0738
R3	1.0942	1.0870	1.0700
R2	1.0806	1.0806	1.0688
R1	1.0734	1.0734	1.0675	1.0702
PP	1.0670	1.0670	1.0670	1.0654
S1	1.0598	1.0598	1.0651	1.0566
S2	1.0534	1.0534	1.0638
S3	1.0398	1.0462	1.0626
S4	1.0262	1.0326	1.0588

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0741	1.0605	0.0136	1.3%	0.0061	0.6%	67%	False	False	94
10	1.0823	1.0605	0.0218	2.0%	0.0063	0.6%	42%	False	False	171
20	1.1080	1.0605	0.0475	4.4%	0.0083	0.8%	19%	False	False	175
40	1.1540	1.0605	0.0935	8.7%	0.0083	0.8%	10%	False	False	102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0957
2.618	1.0859
1.618	1.0799
1.000	1.0762
0.618	1.0739
HIGH	1.0702
0.618	1.0679
0.500	1.0672
0.382	1.0665
LOW	1.0642
0.618	1.0605
1.000	1.0582
1.618	1.0545
2.618	1.0485
4.250	1.0387

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	1.0688	1.0682
PP	1.0680	1.0668
S1	1.0672	1.0654

Download as Excel Spreadsheet

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

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