CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 1.1223 1.1317 0.0095 0.8% 1.1298
High 1.1330 1.1392 0.0062 0.5% 1.1313
Low 1.1195 1.1311 0.0117 1.0% 1.1170
Close 1.1322 1.1360 0.0038 0.3% 1.1197
Range 0.0135 0.0081 -0.0055 -40.4% 0.0144
ATR 0.0103 0.0101 -0.0002 -1.5% 0.0000
Volume 231,419 213,624 -17,795 -7.7% 525,785
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 1.1596 1.1558 1.1404
R3 1.1515 1.1478 1.1382
R2 1.1435 1.1435 1.1375
R1 1.1397 1.1397 1.1367 1.1416
PP 1.1354 1.1354 1.1354 1.1364
S1 1.1317 1.1317 1.1353 1.1336
S2 1.1274 1.1274 1.1345
S3 1.1193 1.1236 1.1338
S4 1.1113 1.1156 1.1316
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 1.1392 1.1170 0.0222 2.0% 0.0078 0.7% 86% True False 153,652
10 1.1392 1.1088 0.0304 2.7% 0.0092 0.8% 90% True False 168,165
20 1.1392 1.0853 0.0539 4.7% 0.0107 0.9% 94% True False 146,096
40 1.1414 1.0853 0.0561 4.9% 0.0109 1.0% 90% False False 74,618
60 1.1414 1.0762 0.0652 5.7% 0.0106 0.9% 92% False False 49,938
80 1.1414 1.0588 0.0826 7.3% 0.0105 0.9% 94% False False 37,550
100 1.1414 1.0588 0.0826 7.3% 0.0100 0.9% 94% False False 30,077
120 1.1540 1.0588 0.0952 8.4% 0.0097 0.9% 81% False False 25,071
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1734
2.618 1.1602
1.618 1.1522
1.000 1.1472
0.618 1.1441
HIGH 1.1392
0.618 1.1361
0.500 1.1351
0.382 1.1342
LOW 1.1311
0.618 1.1261
1.000 1.1231
1.618 1.1181
2.618 1.1100
4.250 1.0969
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 1.1357 1.1335
PP 1.1354 1.1310
S1 1.1351 1.1285

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

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