CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 1.1118 1.1244 0.0126 1.1% 1.0868
High 1.1271 1.1278 0.0008 0.1% 1.1278
Low 1.1111 1.1149 0.0038 0.3% 1.0868
Close 1.1253 1.1186 -0.0067 -0.6% 1.1186
Range 0.0160 0.0129 -0.0031 -19.1% 0.0410
ATR 0.0107 0.0108 0.0002 1.5% 0.0000
Volume 1,414 1,105 -309 -21.9% 7,296
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1591 1.1517 1.1256
R3 1.1462 1.1388 1.1221
R2 1.1333 1.1333 1.1209
R1 1.1259 1.1259 1.1197 1.1232
PP 1.1204 1.1204 1.1204 1.1190
S1 1.1130 1.1130 1.1174 1.1103
S2 1.1075 1.1075 1.1162
S3 1.0946 1.1001 1.1150
S4 1.0817 1.0872 1.1115
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.2341 1.2173 1.1411
R3 1.1931 1.1763 1.1298
R2 1.1521 1.1521 1.1261
R1 1.1353 1.1353 1.1223 1.1437
PP 1.1111 1.1111 1.1111 1.1152
S1 1.0943 1.0943 1.1148 1.1027
S2 1.0701 1.0701 1.1110
S3 1.0291 1.0533 1.1073
S4 0.9881 1.0123 1.0960
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1278 1.0868 0.0410 3.7% 0.0132 1.2% 77% True False 1,459
10 1.1278 1.0836 0.0443 4.0% 0.0106 0.9% 79% True False 1,087
20 1.1278 1.0827 0.0452 4.0% 0.0103 0.9% 80% True False 814
40 1.1278 1.0762 0.0516 4.6% 0.0098 0.9% 82% True False 601
60 1.1278 1.0588 0.0690 6.2% 0.0096 0.9% 87% True False 482
80 1.1540 1.0588 0.0952 8.5% 0.0095 0.9% 63% False False 380
100 1.1540 1.0588 0.0952 8.5% 0.0095 0.9% 63% False False 310
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1826
2.618 1.1616
1.618 1.1487
1.000 1.1407
0.618 1.1358
HIGH 1.1278
0.618 1.1229
0.500 1.1214
0.382 1.1198
LOW 1.1149
0.618 1.1069
1.000 1.1020
1.618 1.0940
2.618 1.0811
4.250 1.0601
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 1.1214 1.1161
PP 1.1204 1.1136
S1 1.1195 1.1112

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

View Archives - Comment on this page... - Back to Index of Symbols