CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 1.1323 1.1357 0.0034 0.3% 1.1184
High 1.1414 1.1373 -0.0041 -0.4% 1.1414
Low 1.1316 1.1255 -0.0061 -0.5% 1.1130
Close 1.1365 1.1296 -0.0069 -0.6% 1.1296
Range 0.0098 0.0118 0.0020 20.4% 0.0284
ATR 0.0115 0.0115 0.0000 0.2% 0.0000
Volume 2,372 1,325 -1,047 -44.1% 14,953
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1662 1.1597 1.1360
R3 1.1544 1.1479 1.1328
R2 1.1426 1.1426 1.1317
R1 1.1361 1.1361 1.1306 1.1334
PP 1.1308 1.1308 1.1308 1.1294
S1 1.1243 1.1243 1.1285 1.1216
S2 1.1190 1.1190 1.1274
S3 1.1072 1.1125 1.1263
S4 1.0954 1.1007 1.1231
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.2132 1.1998 1.1452
R3 1.1848 1.1714 1.1374
R2 1.1564 1.1564 1.1348
R1 1.1430 1.1430 1.1322 1.1497
PP 1.1280 1.1280 1.1280 1.1313
S1 1.1146 1.1146 1.1269 1.1213
S2 1.0996 1.0996 1.1243
S3 1.0712 1.0862 1.1217
S4 1.0428 1.0578 1.1139
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% 0.0131 1.2% 58% False False 2,990
10 1.1414 1.0868 0.0546 4.8% 0.0131 1.2% 78% False False 2,224
20 1.1414 1.0827 0.0587 5.2% 0.0111 1.0% 80% False False 1,452
40 1.1414 1.0762 0.0652 5.8% 0.0100 0.9% 82% False False 921
60 1.1414 1.0588 0.0826 7.3% 0.0100 0.9% 86% False False 720
80 1.1430 1.0588 0.0842 7.5% 0.0099 0.9% 84% False False 565
100 1.1540 1.0588 0.0952 8.4% 0.0096 0.8% 74% False False 459
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1874
2.618 1.1681
1.618 1.1563
1.000 1.1491
0.618 1.1445
HIGH 1.1373
0.618 1.1327
0.500 1.1314
0.382 1.1300
LOW 1.1255
0.618 1.1182
1.000 1.1137
1.618 1.1064
2.618 1.0946
4.250 1.0753
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 1.1314 1.1309
PP 1.1308 1.1304
S1 1.1302 1.1300

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

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