CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 1.0904 1.0987 0.0084 0.8% 1.0960
High 1.1008 1.1079 0.0071 0.6% 1.1079
Low 1.0891 1.0939 0.0048 0.4% 1.0862
Close 1.0992 1.1033 0.0042 0.4% 1.1033
Range 0.0117 0.0140 0.0023 19.2% 0.0217
ATR 0.0100 0.0102 0.0003 2.9% 0.0000
Volume 7,131 26,618 19,487 273.3% 55,380
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1435 1.1374 1.1110
R3 1.1296 1.1234 1.1071
R2 1.1156 1.1156 1.1059
R1 1.1095 1.1095 1.1046 1.1126
PP 1.1017 1.1017 1.1017 1.1032
S1 1.0955 1.0955 1.1020 1.0986
S2 1.0877 1.0877 1.1007
S3 1.0738 1.0816 1.0995
S4 1.0598 1.0676 1.0956
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1642 1.1555 1.1152
R3 1.1425 1.1338 1.1093
R2 1.1208 1.1208 1.1073
R1 1.1121 1.1121 1.1053 1.1164
PP 1.0991 1.0991 1.0991 1.1013
S1 1.0904 1.0904 1.1013 1.0947
S2 1.0774 1.0774 1.0993
S3 1.0557 1.0687 1.0973
S4 1.0340 1.0470 1.0914
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1079 1.0862 0.0217 2.0% 0.0094 0.9% 79% True False 11,076
10 1.1161 1.0862 0.0300 2.7% 0.0095 0.9% 57% False False 7,643
20 1.1414 1.0862 0.0552 5.0% 0.0103 0.9% 31% False False 4,944
40 1.1414 1.0822 0.0592 5.4% 0.0104 0.9% 36% False False 2,863
60 1.1414 1.0762 0.0652 5.9% 0.0099 0.9% 42% False False 2,035
80 1.1414 1.0588 0.0826 7.5% 0.0097 0.9% 54% False False 1,590
100 1.1540 1.0588 0.0952 8.6% 0.0096 0.9% 47% False False 1,282
120 1.1540 1.0588 0.0952 8.6% 0.0096 0.9% 47% False False 1,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1671
2.618 1.1444
1.618 1.1304
1.000 1.1218
0.618 1.1165
HIGH 1.1079
0.618 1.1025
0.500 1.1009
0.382 1.0992
LOW 1.0939
0.618 1.0853
1.000 1.0800
1.618 1.0713
2.618 1.0574
4.250 1.0346
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 1.1025 1.1012
PP 1.1017 1.0991
S1 1.1009 1.0970

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

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