CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 1.1360 1.1405 0.0045 0.4% 1.1186
High 1.1438 1.1463 0.0025 0.2% 1.1463
Low 1.1335 1.1359 0.0024 0.2% 1.1179
Close 1.1412 1.1417 0.0005 0.0% 1.1417
Range 0.0104 0.0104 0.0001 0.5% 0.0284
ATR 0.0101 0.0101 0.0000 0.2% 0.0000
Volume 231,438 276,466 45,028 19.5% 1,025,670
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1725 1.1675 1.1474
R3 1.1621 1.1571 1.1445
R2 1.1517 1.1517 1.1436
R1 1.1467 1.1467 1.1426 1.1492
PP 1.1413 1.1413 1.1413 1.1425
S1 1.1363 1.1363 1.1407 1.1388
S2 1.1309 1.1309 1.1397
S3 1.1205 1.1259 1.1388
S4 1.1101 1.1155 1.1359
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2205 1.2095 1.1573
R3 1.1921 1.1811 1.1495
R2 1.1637 1.1637 1.1469
R1 1.1527 1.1527 1.1443 1.1582
PP 1.1353 1.1353 1.1353 1.1380
S1 1.1243 1.1243 1.1390 1.1298
S2 1.1069 1.1069 1.1364
S3 1.0785 1.0959 1.1338
S4 1.0501 1.0675 1.1260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1463 1.1179 0.0284 2.5% 0.0098 0.9% 84% True False 205,134
10 1.1463 1.1170 0.0293 2.6% 0.0080 0.7% 84% True False 170,494
20 1.1463 1.0853 0.0610 5.3% 0.0109 1.0% 92% True False 170,729
40 1.1463 1.0853 0.0610 5.3% 0.0107 0.9% 92% True False 87,206
60 1.1463 1.0772 0.0691 6.0% 0.0105 0.9% 93% True False 58,380
80 1.1463 1.0762 0.0701 6.1% 0.0101 0.9% 93% True False 43,885
100 1.1463 1.0588 0.0875 7.7% 0.0101 0.9% 95% True False 35,153
120 1.1540 1.0588 0.0952 8.3% 0.0098 0.9% 87% False False 29,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1905
2.618 1.1735
1.618 1.1631
1.000 1.1567
0.618 1.1527
HIGH 1.1463
0.618 1.1423
0.500 1.1411
0.382 1.1398
LOW 1.1359
0.618 1.1294
1.000 1.1255
1.618 1.1190
2.618 1.1086
4.250 1.0917
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 1.1415 1.1407
PP 1.1413 1.1397
S1 1.1411 1.1387

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

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