CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 1.0576 1.0524 -0.0052 -0.5% 1.0666
High 1.0619 1.0570 -0.0049 -0.5% 1.0769
Low 1.0464 1.0502 0.0038 0.4% 1.0464
Close 1.0524 1.0531 0.0007 0.1% 1.0531
Range 0.0155 0.0069 -0.0086 -55.7% 0.0305
ATR 0.0123 0.0119 -0.0004 -3.2% 0.0000
Volume 1,393 5,940 4,547 326.4% 8,352
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0740 1.0704 1.0568
R3 1.0671 1.0635 1.0549
R2 1.0603 1.0603 1.0543
R1 1.0567 1.0567 1.0537 1.0585
PP 1.0534 1.0534 1.0534 1.0543
S1 1.0498 1.0498 1.0524 1.0516
S2 1.0466 1.0466 1.0518
S3 1.0397 1.0430 1.0512
S4 1.0329 1.0361 1.0493
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.1503 1.1322 1.0698
R3 1.1198 1.1017 1.0614
R2 1.0893 1.0893 1.0586
R1 1.0712 1.0712 1.0558 1.0650
PP 1.0588 1.0588 1.0588 1.0557
S1 1.0407 1.0407 1.0503 1.0345
S2 1.0283 1.0283 1.0475
S3 0.9978 1.0102 1.0447
S4 0.9673 0.9797 1.0363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0769 1.0464 0.0305 2.9% 0.0112 1.1% 22% False False 1,670
10 1.0964 1.0464 0.0500 4.7% 0.0131 1.2% 13% False False 929
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0861
2.618 1.0749
1.618 1.0681
1.000 1.0639
0.618 1.0612
HIGH 1.0570
0.618 1.0544
0.500 1.0536
0.382 1.0528
LOW 1.0502
0.618 1.0459
1.000 1.0433
1.618 1.0391
2.618 1.0322
4.250 1.0210
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 1.0536 1.0617
PP 1.0534 1.0588
S1 1.0532 1.0559

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

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