CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 1.1186 1.1223 0.0037 0.3% 1.1298
High 1.1246 1.1330 0.0084 0.7% 1.1313
Low 1.1179 1.1195 0.0016 0.1% 1.1170
Close 1.1228 1.1322 0.0095 0.8% 1.1197
Range 0.0068 0.0135 0.0068 100.0% 0.0144
ATR 0.0100 0.0103 0.0002 2.5% 0.0000
Volume 72,723 231,419 158,696 218.2% 525,785
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1687 1.1640 1.1396
R3 1.1552 1.1505 1.1359
R2 1.1417 1.1417 1.1347
R1 1.1370 1.1370 1.1334 1.1393
PP 1.1282 1.1282 1.1282 1.1294
S1 1.1235 1.1235 1.1310 1.1258
S2 1.1147 1.1147 1.1297
S3 1.1012 1.1100 1.1285
S4 1.0877 1.0965 1.1248
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1657 1.1571 1.1276
R3 1.1514 1.1427 1.1236
R2 1.1370 1.1370 1.1223
R1 1.1284 1.1284 1.1210 1.1255
PP 1.1227 1.1227 1.1227 1.1212
S1 1.1140 1.1140 1.1184 1.1112
S2 1.1083 1.1083 1.1171
S3 1.0940 1.0997 1.1158
S4 1.0796 1.0853 1.1118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1330 1.1170 0.0160 1.4% 0.0077 0.7% 95% True False 142,369
10 1.1372 1.1088 0.0284 2.5% 0.0089 0.8% 83% False False 160,094
20 1.1372 1.0853 0.0519 4.6% 0.0106 0.9% 90% False False 135,672
40 1.1414 1.0853 0.0561 5.0% 0.0109 1.0% 84% False False 69,288
60 1.1414 1.0762 0.0652 5.8% 0.0106 0.9% 86% False False 46,381
80 1.1414 1.0588 0.0826 7.3% 0.0105 0.9% 89% False False 34,885
100 1.1414 1.0588 0.0826 7.3% 0.0100 0.9% 89% False False 27,943
120 1.1540 1.0588 0.0952 8.4% 0.0097 0.9% 77% False False 23,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1903
2.618 1.1683
1.618 1.1548
1.000 1.1465
0.618 1.1413
HIGH 1.1330
0.618 1.1278
0.500 1.1262
0.382 1.1246
LOW 1.1195
0.618 1.1111
1.000 1.1060
1.618 1.0976
2.618 1.0841
4.250 1.0621
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 1.1302 1.1298
PP 1.1282 1.1274
S1 1.1262 1.1250

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

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