CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 1.0905 1.0904 -0.0001 0.0% 1.1152
High 1.0915 1.1008 0.0094 0.9% 1.1161
Low 1.0862 1.0891 0.0030 0.3% 1.0948
Close 1.0900 1.0992 0.0092 0.8% 1.0963
Range 0.0053 0.0117 0.0064 120.8% 0.0213
ATR 0.0098 0.0100 0.0001 1.4% 0.0000
Volume 8,126 7,131 -995 -12.2% 21,054
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1315 1.1270 1.1056
R3 1.1198 1.1153 1.1024
R2 1.1081 1.1081 1.1013
R1 1.1036 1.1036 1.1002 1.1058
PP 1.0964 1.0964 1.0964 1.0975
S1 1.0919 1.0919 1.0981 1.0941
S2 1.0847 1.0847 1.0970
S3 1.0730 1.0802 1.0959
S4 1.0613 1.0685 1.0927
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.1663 1.1526 1.1080
R3 1.1450 1.1313 1.1022
R2 1.1237 1.1237 1.1002
R1 1.1100 1.1100 1.0983 1.1062
PP 1.1024 1.1024 1.1024 1.1005
S1 1.0887 1.0887 1.0943 1.0849
S2 1.0811 1.0811 1.0924
S3 1.0598 1.0674 1.0904
S4 1.0385 1.0461 1.0846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1103 1.0862 0.0242 2.2% 0.0097 0.9% 54% False False 6,593
10 1.1175 1.0862 0.0314 2.9% 0.0089 0.8% 41% False False 5,113
20 1.1414 1.0862 0.0552 5.0% 0.0104 1.0% 24% False False 3,684
40 1.1414 1.0772 0.0642 5.8% 0.0103 0.9% 34% False False 2,205
60 1.1414 1.0762 0.0652 5.9% 0.0098 0.9% 35% False False 1,603
80 1.1414 1.0588 0.0826 7.5% 0.0099 0.9% 49% False False 1,259
100 1.1540 1.0588 0.0952 8.7% 0.0096 0.9% 42% False False 1,016
120 1.1540 1.0588 0.0952 8.7% 0.0095 0.9% 42% False False 852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1505
2.618 1.1314
1.618 1.1197
1.000 1.1125
0.618 1.1080
HIGH 1.1008
0.618 1.0963
0.500 1.0950
0.382 1.0936
LOW 1.0891
0.618 1.0819
1.000 1.0774
1.618 1.0702
2.618 1.0585
4.250 1.0394
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 1.0978 1.0973
PP 1.0964 1.0954
S1 1.0950 1.0935

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

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