CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 1.1328 1.1323 -0.0005 0.0% 1.0868
High 1.1347 1.1414 0.0067 0.6% 1.1278
Low 1.1204 1.1316 0.0112 1.0% 1.0868
Close 1.1322 1.1365 0.0043 0.4% 1.1186
Range 0.0143 0.0098 -0.0045 -31.5% 0.0410
ATR 0.0116 0.0115 -0.0001 -1.1% 0.0000
Volume 2,030 2,372 342 16.8% 7,296
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1659 1.1610 1.1418
R3 1.1561 1.1512 1.1391
R2 1.1463 1.1463 1.1382
R1 1.1414 1.1414 1.1373 1.1438
PP 1.1365 1.1365 1.1365 1.1377
S1 1.1316 1.1316 1.1356 1.1340
S2 1.1267 1.1267 1.1347
S3 1.1169 1.1218 1.1338
S4 1.1071 1.1120 1.1311
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 1.1414 1.1130 0.0284 2.5% 0.0133 1.2% 83% True False 2,946
10 1.1414 1.0854 0.0560 4.9% 0.0132 1.2% 91% True False 2,186
20 1.1414 1.0827 0.0587 5.2% 0.0110 1.0% 92% True False 1,415
40 1.1414 1.0762 0.0652 5.7% 0.0101 0.9% 92% True False 913
60 1.1414 1.0588 0.0826 7.3% 0.0099 0.9% 94% True False 702
80 1.1430 1.0588 0.0842 7.4% 0.0098 0.9% 92% False False 549
100 1.1540 1.0588 0.0952 8.4% 0.0096 0.8% 82% False False 446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1830
2.618 1.1670
1.618 1.1572
1.000 1.1512
0.618 1.1474
HIGH 1.1414
0.618 1.1376
0.500 1.1365
0.382 1.1353
LOW 1.1316
0.618 1.1255
1.000 1.1218
1.618 1.1157
2.618 1.1059
4.250 1.0899
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 1.1365 1.1346
PP 1.1365 1.1327
S1 1.1365 1.1309

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

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