CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 1.1231 1.1328 0.0097 0.9% 1.0868
High 1.1380 1.1347 -0.0034 -0.3% 1.1278
Low 1.1210 1.1204 -0.0006 -0.1% 1.0868
Close 1.1329 1.1322 -0.0007 -0.1% 1.1186
Range 0.0171 0.0143 -0.0028 -16.1% 0.0410
ATR 0.0114 0.0116 0.0002 1.8% 0.0000
Volume 5,404 2,030 -3,374 -62.4% 7,296
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1720 1.1664 1.1400
R3 1.1577 1.1521 1.1361
R2 1.1434 1.1434 1.1348
R1 1.1378 1.1378 1.1335 1.1334
PP 1.1291 1.1291 1.1291 1.1269
S1 1.1235 1.1235 1.1308 1.1191
S2 1.1148 1.1148 1.1295
S3 1.1005 1.1092 1.1282
S4 1.0862 1.0949 1.1243
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 1.1380 1.1111 0.0269 2.4% 0.0145 1.3% 78% False False 2,755
10 1.1380 1.0854 0.0526 4.6% 0.0131 1.2% 89% False False 2,063
20 1.1380 1.0827 0.0554 4.9% 0.0109 1.0% 89% False False 1,310
40 1.1380 1.0762 0.0618 5.5% 0.0101 0.9% 91% False False 862
60 1.1380 1.0588 0.0792 7.0% 0.0099 0.9% 93% False False 665
80 1.1440 1.0588 0.0852 7.5% 0.0097 0.9% 86% False False 519
100 1.1540 1.0588 0.0952 8.4% 0.0097 0.9% 77% False False 422
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1954
2.618 1.1721
1.618 1.1578
1.000 1.1490
0.618 1.1435
HIGH 1.1347
0.618 1.1292
0.500 1.1275
0.382 1.1258
LOW 1.1204
0.618 1.1115
1.000 1.1061
1.618 1.0972
2.618 1.0829
4.250 1.0596
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 1.1306 1.1299
PP 1.1291 1.1277
S1 1.1275 1.1255

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

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