CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 1.1426 1.1405 -0.0021 -0.2% 1.1420
High 1.1486 1.1412 -0.0075 -0.6% 1.1476
Low 1.1367 1.1288 -0.0079 -0.7% 1.1349
Close 1.1418 1.1304 -0.0114 -1.0% 1.1419
Range 0.0120 0.0124 0.0004 3.3% 0.0127
ATR 0.0097 0.0099 0.0002 2.4% 0.0000
Volume 182,161 198,197 16,036 8.8% 925,212
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1705 1.1628 1.1371
R3 1.1581 1.1504 1.1337
R2 1.1458 1.1458 1.1326
R1 1.1381 1.1381 1.1315 1.1358
PP 1.1334 1.1334 1.1334 1.1323
S1 1.1257 1.1257 1.1292 1.1234
S2 1.1211 1.1211 1.1281
S3 1.1087 1.1134 1.1270
S4 1.0964 1.1010 1.1236
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1796 1.1734 1.1489
R3 1.1669 1.1607 1.1454
R2 1.1542 1.1542 1.1442
R1 1.1480 1.1480 1.1431 1.1448
PP 1.1415 1.1415 1.1415 1.1398
S1 1.1353 1.1353 1.1407 1.1321
S2 1.1288 1.1288 1.1396
S3 1.1161 1.1226 1.1384
S4 1.1034 1.1099 1.1349
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1486 1.1288 0.0198 1.8% 0.0102 0.9% 8% False True 182,319
10 1.1486 1.1288 0.0198 1.8% 0.0095 0.8% 8% False True 196,156
20 1.1486 1.1088 0.0398 3.5% 0.0093 0.8% 54% False False 182,161
40 1.1486 1.0853 0.0633 5.6% 0.0099 0.9% 71% False False 123,055
60 1.1486 1.0827 0.0660 5.8% 0.0103 0.9% 72% False False 82,542
80 1.1486 1.0762 0.0724 6.4% 0.0100 0.9% 75% False False 62,008
100 1.1486 1.0588 0.0898 7.9% 0.0100 0.9% 80% False False 49,676
120 1.1486 1.0588 0.0898 7.9% 0.0099 0.9% 80% False False 41,414
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 0.0034
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1936
2.618 1.1735
1.618 1.1611
1.000 1.1535
0.618 1.1488
HIGH 1.1412
0.618 1.1364
0.500 1.1350
0.382 1.1335
LOW 1.1288
0.618 1.1212
1.000 1.1165
1.618 1.1088
2.618 1.0965
4.250 1.0763
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 1.1350 1.1387
PP 1.1334 1.1359
S1 1.1319 1.1331

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

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