CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 1.0913 1.0891 -0.0022 -0.2% 1.0907
High 1.0946 1.0935 -0.0011 -0.1% 1.0993
Low 1.0872 1.0854 -0.0018 -0.2% 1.0762
Close 1.0903 1.0926 0.0023 0.2% 1.0952
Range 0.0074 0.0081 0.0007 9.5% 0.0231
ATR 0.0102 0.0100 -0.0001 -1.5% 0.0000
Volume 556 286 -270 -48.6% 2,553
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1148 1.1118 1.0971
R3 1.1067 1.1037 1.0948
R2 1.0986 1.0986 1.0941
R1 1.0956 1.0956 1.0933 1.0971
PP 1.0905 1.0905 1.0905 1.0913
S1 1.0875 1.0875 1.0919 1.0890
S2 1.0824 1.0824 1.0911
S3 1.0743 1.0794 1.0904
S4 1.0662 1.0713 1.0881
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1595 1.1505 1.1079
R3 1.1364 1.1274 1.1016
R2 1.1133 1.1133 1.0994
R1 1.1043 1.1043 1.0973 1.1088
PP 1.0902 1.0902 1.0902 1.0925
S1 1.0812 1.0812 1.0931 1.0857
S2 1.0671 1.0671 1.0910
S3 1.0440 1.0581 1.0888
S4 1.0209 1.0350 1.0825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1019 1.0822 0.0197 1.8% 0.0113 1.0% 53% False False 411
10 1.1019 1.0762 0.0257 2.3% 0.0103 0.9% 64% False False 406
20 1.1114 1.0762 0.0352 3.2% 0.0092 0.8% 47% False False 411
40 1.1114 1.0588 0.0526 4.8% 0.0094 0.9% 64% False False 346
60 1.1430 1.0588 0.0842 7.7% 0.0094 0.9% 40% False False 260
80 1.1540 1.0588 0.0952 8.7% 0.0093 0.8% 36% False False 204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1279
2.618 1.1147
1.618 1.1066
1.000 1.1016
0.618 1.0985
HIGH 1.0935
0.618 1.0904
0.500 1.0895
0.382 1.0885
LOW 1.0854
0.618 1.0804
1.000 1.0773
1.618 1.0723
2.618 1.0642
4.250 1.0510
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 1.0916 1.0936
PP 1.0905 1.0933
S1 1.0895 1.0929

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

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