CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 1.1406 1.1417 0.0011 0.1% 1.1186
High 1.1455 1.1476 0.0022 0.2% 1.1463
Low 1.1349 1.1358 0.0009 0.1% 1.1179
Close 1.1429 1.1401 -0.0029 -0.2% 1.1417
Range 0.0106 0.0118 0.0013 11.8% 0.0284
ATR 0.0097 0.0098 0.0002 1.6% 0.0000
Volume 228,244 225,764 -2,480 -1.1% 1,025,670
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1766 1.1701 1.1465
R3 1.1648 1.1583 1.1433
R2 1.1530 1.1530 1.1422
R1 1.1465 1.1465 1.1411 1.1438
PP 1.1412 1.1412 1.1412 1.1398
S1 1.1347 1.1347 1.1390 1.1320
S2 1.1294 1.1294 1.1379
S3 1.1176 1.1229 1.1368
S4 1.1058 1.1111 1.1336
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 1.1476 1.1349 0.0127 1.1% 0.0091 0.8% 41% True False 208,858
10 1.1476 1.1170 0.0307 2.7% 0.0089 0.8% 75% True False 191,054
20 1.1476 1.0853 0.0623 5.5% 0.0108 0.9% 88% True False 191,395
40 1.1476 1.0853 0.0623 5.5% 0.0101 0.9% 88% True False 106,108
60 1.1476 1.0827 0.0650 5.7% 0.0103 0.9% 88% True False 71,151
80 1.1476 1.0762 0.0714 6.3% 0.0100 0.9% 89% True False 53,463
100 1.1476 1.0588 0.0888 7.8% 0.0100 0.9% 91% True False 42,823
120 1.1540 1.0588 0.0952 8.4% 0.0098 0.9% 85% False False 35,700
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 0.0026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1978
2.618 1.1785
1.618 1.1667
1.000 1.1594
0.618 1.1549
HIGH 1.1476
0.618 1.1431
0.500 1.1417
0.382 1.1403
LOW 1.1358
0.618 1.1285
1.000 1.1240
1.618 1.1167
2.618 1.1049
4.250 1.0857
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 1.1417 1.1413
PP 1.1412 1.1409
S1 1.1406 1.1405

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

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