CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 1.1134 1.1136 0.0002 0.0% 1.1025
High 1.1156 1.1274 0.0118 1.1% 1.1250
Low 1.1103 1.1088 -0.0015 -0.1% 1.0853
Close 1.1139 1.1225 0.0086 0.8% 1.1188
Range 0.0053 0.0186 0.0133 250.0% 0.0397
ATR 0.0114 0.0119 0.0005 4.5% 0.0000
Volume 132,907 229,317 96,410 72.5% 909,578
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1752 1.1674 1.1327
R3 1.1566 1.1488 1.1276
R2 1.1381 1.1381 1.1259
R1 1.1303 1.1303 1.1242 1.1342
PP 1.1195 1.1195 1.1195 1.1215
S1 1.1117 1.1117 1.1207 1.1156
S2 1.1010 1.1010 1.1190
S3 1.0824 1.0932 1.1173
S4 1.0639 1.0746 1.1122
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 1.1274 1.0853 0.0421 3.7% 0.0173 1.5% 88% True False 219,967
10 1.1274 1.0853 0.0421 3.7% 0.0136 1.2% 88% True False 146,146
20 1.1274 1.0853 0.0421 3.7% 0.0110 1.0% 88% True False 75,339
40 1.1414 1.0827 0.0587 5.2% 0.0110 1.0% 68% False False 38,457
60 1.1414 1.0762 0.0652 5.8% 0.0104 0.9% 71% False False 25,769
80 1.1414 1.0588 0.0826 7.4% 0.0103 0.9% 77% False False 19,418
100 1.1414 1.0588 0.0826 7.4% 0.0102 0.9% 77% False False 15,558
120 1.1540 1.0588 0.0952 8.5% 0.0098 0.9% 67% False False 12,969
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0045
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2062
2.618 1.1759
1.618 1.1574
1.000 1.1459
0.618 1.1388
HIGH 1.1274
0.618 1.1203
0.500 1.1181
0.382 1.1159
LOW 1.1088
0.618 1.0973
1.000 1.0903
1.618 1.0788
2.618 1.0602
4.250 1.0300
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 1.1210 1.1210
PP 1.1195 1.1195
S1 1.1181 1.1181

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

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