CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 1.0800 1.0827 0.0027 0.3% 1.1024
High 1.0845 1.0989 0.0144 1.3% 1.1046
Low 1.0772 1.0822 0.0050 0.5% 1.0905
Close 1.0837 1.0984 0.0147 1.4% 1.0917
Range 0.0073 0.0167 0.0094 128.8% 0.0141
ATR 0.0095 0.0100 0.0005 5.4% 0.0000
Volume 331 439 108 32.6% 862
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1433 1.1375 1.1076
R3 1.1266 1.1208 1.1030
R2 1.1099 1.1099 1.1015
R1 1.1041 1.1041 1.0999 1.1070
PP 1.0932 1.0932 1.0932 1.0946
S1 1.0874 1.0874 1.0969 1.0903
S2 1.0765 1.0765 1.0953
S3 1.0598 1.0707 1.0938
S4 1.0431 1.0540 1.0892
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 1.0993 1.0762 0.0231 2.1% 0.0120 1.1% 96% False False 473
10 1.1046 1.0762 0.0284 2.6% 0.0088 0.8% 78% False False 358
20 1.1114 1.0762 0.0352 3.2% 0.0094 0.9% 63% False False 387
40 1.1114 1.0588 0.0526 4.8% 0.0093 0.8% 75% False False 316
60 1.1540 1.0588 0.0952 8.7% 0.0093 0.8% 42% False False 235
80 1.1540 1.0588 0.0952 8.7% 0.0093 0.8% 42% False False 184
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 0.0015
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1699
2.618 1.1426
1.618 1.1259
1.000 1.1156
0.618 1.1092
HIGH 1.0989
0.618 1.0925
0.500 1.0906
0.382 1.0886
LOW 1.0822
0.618 1.0719
1.000 1.0655
1.618 1.0552
2.618 1.0385
4.250 1.0112
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 1.0958 1.0948
PP 1.0932 1.0912
S1 1.0906 1.0876

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

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