CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 1.1212 1.1179 -0.0034 -0.3% 1.1025
High 1.1241 1.1207 -0.0035 -0.3% 1.1250
Low 1.1112 1.1109 -0.0003 0.0% 1.0853
Close 1.1188 1.1124 -0.0064 -0.6% 1.1188
Range 0.0130 0.0098 -0.0032 -24.3% 0.0397
ATR 0.0120 0.0118 -0.0002 -1.3% 0.0000
Volume 295,404 155,915 -139,489 -47.2% 909,578
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1440 1.1380 1.1178
R3 1.1342 1.1282 1.1151
R2 1.1244 1.1244 1.1142
R1 1.1184 1.1184 1.1133 1.1165
PP 1.1146 1.1146 1.1146 1.1137
S1 1.1086 1.1086 1.1115 1.1067
S2 1.1048 1.1048 1.1106
S3 1.0950 1.0988 1.1097
S4 1.0852 1.0890 1.1070
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.2288 1.2135 1.1406
R3 1.1891 1.1738 1.1297
R2 1.1494 1.1494 1.1260
R1 1.1341 1.1341 1.1224 1.1417
PP 1.1097 1.1097 1.1097 1.1135
S1 1.0944 1.0944 1.1151 1.1020
S2 1.0700 1.0700 1.1115
S3 1.0303 1.0547 1.1078
S4 0.9906 1.0150 1.0969
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1250 1.0853 0.0397 3.6% 0.0156 1.4% 68% False False 205,763
10 1.1250 1.0853 0.0397 3.6% 0.0123 1.1% 68% False False 111,251
20 1.1276 1.0853 0.0423 3.8% 0.0108 1.0% 64% False False 57,416
40 1.1414 1.0827 0.0587 5.3% 0.0109 1.0% 51% False False 29,434
60 1.1414 1.0762 0.0652 5.9% 0.0103 0.9% 56% False False 19,753
80 1.1414 1.0588 0.0826 7.4% 0.0102 0.9% 65% False False 14,894
100 1.1430 1.0588 0.0842 7.6% 0.0100 0.9% 64% False False 11,936
120 1.1540 1.0588 0.0952 8.6% 0.0098 0.9% 56% False False 9,952
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 0.0040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1623
2.618 1.1463
1.618 1.1365
1.000 1.1305
0.618 1.1267
HIGH 1.1207
0.618 1.1169
0.500 1.1158
0.382 1.1146
LOW 1.1109
0.618 1.1048
1.000 1.1011
1.618 1.0950
2.618 1.0852
4.250 1.0692
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 1.1158 1.1100
PP 1.1146 1.1076
S1 1.1135 1.1052

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

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