CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 1.0932 1.0906 -0.0026 -0.2% 1.0985
High 1.0982 1.1030 0.0048 0.4% 1.1030
Low 1.0886 1.0906 0.0020 0.2% 1.0854
Close 1.0910 1.0956 0.0047 0.4% 1.0956
Range 0.0096 0.0124 0.0028 29.2% 0.0176
ATR 0.0100 0.0102 0.0002 1.7% 0.0000
Volume 576 957 381 66.1% 2,793
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1336 1.1270 1.1024
R3 1.1212 1.1146 1.0990
R2 1.1088 1.1088 1.0979
R1 1.1022 1.1022 1.0967 1.1055
PP 1.0964 1.0964 1.0964 1.0981
S1 1.0898 1.0898 1.0945 1.0931
S2 1.0840 1.0840 1.0933
S3 1.0716 1.0774 1.0922
S4 1.0592 1.0650 1.0888
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 1.1475 1.1391 1.1053
R3 1.1299 1.1215 1.1004
R2 1.1123 1.1123 1.0988
R1 1.1039 1.1039 1.0972 1.0993
PP 1.0947 1.0947 1.0947 1.0924
S1 1.0863 1.0863 1.0940 1.0817
S2 1.0771 1.0771 1.0924
S3 1.0595 1.0687 1.0908
S4 1.0419 1.0511 1.0859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1030 1.0854 0.0176 1.6% 0.0099 0.9% 58% True False 558
10 1.1030 1.0762 0.0268 2.4% 0.0114 1.0% 72% True False 534
20 1.1046 1.0762 0.0284 2.6% 0.0090 0.8% 68% False False 407
40 1.1114 1.0588 0.0526 4.8% 0.0096 0.9% 70% False False 376
60 1.1421 1.0588 0.0833 7.6% 0.0096 0.9% 44% False False 286
80 1.1540 1.0588 0.0952 8.7% 0.0093 0.8% 39% False False 223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1557
2.618 1.1355
1.618 1.1231
1.000 1.1154
0.618 1.1107
HIGH 1.1030
0.618 1.0983
0.500 1.0968
0.382 1.0953
LOW 1.0906
0.618 1.0829
1.000 1.0782
1.618 1.0705
2.618 1.0581
4.250 1.0379
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 1.0968 1.0951
PP 1.0964 1.0947
S1 1.0960 1.0942

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

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