CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 1.1245 1.1299 0.0055 0.5% 1.1408
High 1.1338 1.1333 -0.0006 0.0% 1.1454
Low 1.1228 1.1169 -0.0059 -0.5% 1.1283
Close 1.1303 1.1276 -0.0027 -0.2% 1.1298
Range 0.0110 0.0164 0.0054 48.6% 0.0171
ATR 0.0084 0.0089 0.0006 6.8% 0.0000
Volume 167,165 252,019 84,854 50.8% 692,698
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1750 1.1676 1.1365
R3 1.1586 1.1513 1.1320
R2 1.1423 1.1423 1.1305
R1 1.1349 1.1349 1.1290 1.1304
PP 1.1259 1.1259 1.1259 1.1237
S1 1.1186 1.1186 1.1261 1.1141
S2 1.1096 1.1096 1.1246
S3 1.0932 1.1022 1.1231
S4 1.0769 1.0859 1.1186
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1856 1.1748 1.1392
R3 1.1686 1.1577 1.1345
R2 1.1515 1.1515 1.1329
R1 1.1407 1.1407 1.1314 1.1376
PP 1.1345 1.1345 1.1345 1.1329
S1 1.1236 1.1236 1.1282 1.1205
S2 1.1174 1.1174 1.1267
S3 1.1004 1.1066 1.1251
S4 1.0833 1.0895 1.1204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1360 1.1169 0.0191 1.7% 0.0106 0.9% 56% False True 198,679
10 1.1454 1.1169 0.0285 2.5% 0.0104 0.9% 37% False True 145,828
20 1.1454 1.1141 0.0313 2.8% 0.0084 0.7% 43% False False 74,890
40 1.1665 1.1141 0.0525 4.7% 0.0080 0.7% 26% False False 37,910
60 1.1665 1.1141 0.0525 4.7% 0.0079 0.7% 26% False False 25,371
80 1.1665 1.0898 0.0767 6.8% 0.0082 0.7% 49% False False 19,083
100 1.1665 1.0892 0.0773 6.9% 0.0080 0.7% 50% False False 15,272
120 1.1665 1.0829 0.0836 7.4% 0.0074 0.7% 53% False False 12,730
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 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2027
2.618 1.1761
1.618 1.1597
1.000 1.1496
0.618 1.1434
HIGH 1.1333
0.618 1.1270
0.500 1.1251
0.382 1.1231
LOW 1.1169
0.618 1.1068
1.000 1.1006
1.618 1.0904
2.618 1.0741
4.250 1.0474
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 1.1267 1.1268
PP 1.1259 1.1261
S1 1.1251 1.1254

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

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