CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 1.1394 1.1430 0.0036 0.3% 1.1420
High 1.1440 1.1469 0.0029 0.3% 1.1476
Low 1.1370 1.1393 0.0023 0.2% 1.1349
Close 1.1419 1.1433 0.0014 0.1% 1.1419
Range 0.0070 0.0077 0.0007 9.3% 0.0127
ATR 0.0096 0.0095 -0.0001 -1.5% 0.0000
Volume 157,386 148,089 -9,297 -5.9% 925,212
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1661 1.1624 1.1475
R3 1.1585 1.1547 1.1454
R2 1.1508 1.1508 1.1447
R1 1.1471 1.1471 1.1440 1.1489
PP 1.1432 1.1432 1.1432 1.1441
S1 1.1394 1.1394 1.1426 1.1413
S2 1.1355 1.1355 1.1419
S3 1.1279 1.1318 1.1412
S4 1.1202 1.1241 1.1391
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1796 1.1734 1.1489
R3 1.1669 1.1607 1.1454
R2 1.1542 1.1542 1.1442
R1 1.1480 1.1480 1.1431 1.1448
PP 1.1415 1.1415 1.1415 1.1398
S1 1.1353 1.1353 1.1407 1.1321
S2 1.1288 1.1288 1.1396
S3 1.1161 1.1226 1.1384
S4 1.1034 1.1099 1.1349
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% 0.0088 0.8% 66% False False 188,312
10 1.1476 1.1195 0.0282 2.5% 0.0092 0.8% 85% False False 202,624
20 1.1476 1.1088 0.0388 3.4% 0.0089 0.8% 89% False False 177,584
40 1.1476 1.0853 0.0623 5.4% 0.0099 0.9% 93% False False 113,635
60 1.1476 1.0827 0.0650 5.7% 0.0102 0.9% 93% False False 76,228
80 1.1476 1.0762 0.0714 6.2% 0.0100 0.9% 94% False False 57,274
100 1.1476 1.0588 0.0888 7.8% 0.0099 0.9% 95% False False 45,875
120 1.1476 1.0588 0.0888 7.8% 0.0098 0.9% 95% False False 38,244
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 True
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1794
2.618 1.1669
1.618 1.1593
1.000 1.1546
0.618 1.1516
HIGH 1.1469
0.618 1.1440
0.500 1.1431
0.382 1.1422
LOW 1.1393
0.618 1.1345
1.000 1.1316
1.618 1.1269
2.618 1.1192
4.250 1.1067
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 1.1432 1.1428
PP 1.1432 1.1422
S1 1.1431 1.1417

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

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