CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 1.0964 1.1005 0.0041 0.4% 1.1038
High 1.1037 1.1005 -0.0032 -0.3% 1.1114
Low 1.0961 1.0927 -0.0034 -0.3% 1.0859
Close 1.1010 1.0967 -0.0043 -0.4% 1.0921
Range 0.0076 0.0078 0.0002 2.6% 0.0255
ATR 0.0106 0.0104 -0.0002 -1.6% 0.0000
Volume 205 373 168 82.0% 3,049
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1200 1.1162 1.1010
R3 1.1122 1.1084 1.0988
R2 1.1044 1.1044 1.0981
R1 1.1006 1.1006 1.0974 1.0986
PP 1.0966 1.0966 1.0966 1.0957
S1 1.0928 1.0928 1.0960 1.0908
S2 1.0888 1.0888 1.0953
S3 1.0810 1.0850 1.0946
S4 1.0732 1.0772 1.0924
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 1.1730 1.1580 1.1061
R3 1.1475 1.1325 1.0991
R2 1.1220 1.1220 1.0968
R1 1.1070 1.1070 1.0944 1.1018
PP 1.0965 1.0965 1.0965 1.0938
S1 1.0815 1.0815 1.0898 1.0763
S2 1.0710 1.0710 1.0874
S3 1.0455 1.0560 1.0851
S4 1.0200 1.0305 1.0781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1037 1.0859 0.0178 1.6% 0.0078 0.7% 61% False False 356
10 1.1114 1.0859 0.0255 2.3% 0.0091 0.8% 42% False False 432
20 1.1114 1.0588 0.0526 4.8% 0.0105 1.0% 72% False False 376
40 1.1142 1.0588 0.0554 5.1% 0.0096 0.9% 68% False False 268
60 1.1540 1.0588 0.0952 8.7% 0.0092 0.8% 40% False False 188
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1337
2.618 1.1209
1.618 1.1131
1.000 1.1083
0.618 1.1053
HIGH 1.1005
0.618 1.0975
0.500 1.0966
0.382 1.0957
LOW 1.0927
0.618 1.0879
1.000 1.0849
1.618 1.0801
2.618 1.0723
4.250 1.0596
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 1.0967 1.0972
PP 1.0966 1.0970
S1 1.0966 1.0969

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

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