CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 1.1275 1.1236 -0.0039 -0.3% 1.1225
High 1.1300 1.1450 0.0150 1.3% 1.1450
Low 1.1233 1.1227 -0.0006 0.0% 1.1202
Close 1.1233 1.1425 0.0193 1.7% 1.1425
Range 0.0068 0.0223 0.0156 230.4% 0.0249
ATR 0.0056 0.0068 0.0012 21.5% 0.0000
Volume 54 554 500 925.9% 682
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.2036 1.1954 1.1548
R3 1.1813 1.1731 1.1486
R2 1.1590 1.1590 1.1466
R1 1.1508 1.1508 1.1445 1.1549
PP 1.1367 1.1367 1.1367 1.1388
S1 1.1285 1.1285 1.1405 1.1326
S2 1.1144 1.1144 1.1384
S3 1.0921 1.1062 1.1364
S4 1.0698 1.0839 1.1302
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.2104 1.2013 1.1562
R3 1.1856 1.1765 1.1493
R2 1.1607 1.1607 1.1471
R1 1.1516 1.1516 1.1448 1.1562
PP 1.1359 1.1359 1.1359 1.1382
S1 1.1268 1.1268 1.1402 1.1313
S2 1.1110 1.1110 1.1379
S3 1.0862 1.1019 1.1357
S4 1.0613 1.0771 1.1288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1450 1.1200 0.0250 2.2% 0.0086 0.8% 90% True False 140
10 1.1450 1.1200 0.0250 2.2% 0.0060 0.5% 90% True False 88
20 1.1551 1.1200 0.0351 3.1% 0.0054 0.5% 64% False False 71
40 1.1700 1.1200 0.0500 4.4% 0.0047 0.4% 45% False False 47
60 1.1700 1.0932 0.0769 6.7% 0.0051 0.4% 64% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 1.2398
2.618 1.2034
1.618 1.1811
1.000 1.1673
0.618 1.1588
HIGH 1.1450
0.618 1.1365
0.500 1.1339
0.382 1.1312
LOW 1.1227
0.618 1.1089
1.000 1.1004
1.618 1.0866
2.618 1.0643
4.250 1.0279
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 1.1396 1.1392
PP 1.1367 1.1359
S1 1.1339 1.1326

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

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