CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 1.0907 1.0877 -0.0030 -0.3% 1.1024
High 1.0993 1.0882 -0.0111 -1.0% 1.1046
Low 1.0834 1.0762 -0.0072 -0.7% 1.0905
Close 1.0877 1.0794 -0.0083 -0.8% 1.0917
Range 0.0159 0.0120 -0.0039 -24.5% 0.0141
ATR 0.0095 0.0097 0.0002 1.9% 0.0000
Volume 718 705 -13 -1.8% 862
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1173 1.1103 1.0860
R3 1.1053 1.0983 1.0827
R2 1.0933 1.0933 1.0816
R1 1.0863 1.0863 1.0805 1.0838
PP 1.0813 1.0813 1.0813 1.0800
S1 1.0743 1.0743 1.0783 1.0718
S2 1.0693 1.0693 1.0772
S3 1.0573 1.0623 1.0761
S4 1.0453 1.0503 1.0728
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1379 1.1289 1.0995
R3 1.1238 1.1148 1.0956
R2 1.1097 1.1097 1.0943
R1 1.1007 1.1007 1.0930 1.0982
PP 1.0956 1.0956 1.0956 1.0943
S1 1.0866 1.0866 1.0904 1.0841
S2 1.0815 1.0815 1.0891
S3 1.0674 1.0725 1.0878
S4 1.0533 1.0584 1.0839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1033 1.0762 0.0271 2.5% 0.0095 0.9% 12% False True 425
10 1.1046 1.0762 0.0284 2.6% 0.0080 0.7% 11% False True 314
20 1.1114 1.0762 0.0352 3.3% 0.0088 0.8% 9% False True 399
40 1.1114 1.0588 0.0526 4.9% 0.0095 0.9% 39% False False 314
60 1.1540 1.0588 0.0952 8.8% 0.0091 0.8% 22% False False 223
80 1.1540 1.0588 0.0952 8.8% 0.0092 0.9% 22% False False 175
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1392
2.618 1.1196
1.618 1.1076
1.000 1.1002
0.618 1.0956
HIGH 1.0882
0.618 1.0836
0.500 1.0822
0.382 1.0808
LOW 1.0762
0.618 1.0688
1.000 1.0642
1.618 1.0568
2.618 1.0448
4.250 1.0252
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 1.0822 1.0878
PP 1.0813 1.0850
S1 1.0803 1.0822

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

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