CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 1.1295 1.1278 -0.0018 -0.2% 1.1430
High 1.1315 1.1336 0.0022 0.2% 1.1486
Low 1.1253 1.1264 0.0011 0.1% 1.1253
Close 1.1286 1.1305 0.0019 0.2% 1.1305
Range 0.0062 0.0072 0.0011 17.1% 0.0233
ATR 0.0096 0.0095 -0.0002 -1.8% 0.0000
Volume 150,653 131,864 -18,789 -12.5% 810,964
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1518 1.1483 1.1344
R3 1.1446 1.1411 1.1324
R2 1.1374 1.1374 1.1318
R1 1.1339 1.1339 1.1311 1.1356
PP 1.1302 1.1302 1.1302 1.1310
S1 1.1267 1.1267 1.1298 1.1284
S2 1.1230 1.1230 1.1291
S3 1.1158 1.1195 1.1285
S4 1.1086 1.1123 1.1265
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2047 1.1909 1.1433
R3 1.1814 1.1676 1.1369
R2 1.1581 1.1581 1.1347
R1 1.1443 1.1443 1.1326 1.1395
PP 1.1348 1.1348 1.1348 1.1324
S1 1.1210 1.1210 1.1283 1.1162
S2 1.1115 1.1115 1.1262
S3 1.0882 1.0977 1.1240
S4 1.0649 1.0744 1.1176
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1486 1.1253 0.0233 2.1% 0.0091 0.8% 22% False False 162,192
10 1.1486 1.1253 0.0233 2.1% 0.0087 0.8% 22% False False 173,617
20 1.1486 1.1170 0.0317 2.8% 0.0084 0.7% 43% False False 172,055
40 1.1486 1.0853 0.0633 5.6% 0.0099 0.9% 71% False False 130,047
60 1.1486 1.0827 0.0660 5.8% 0.0102 0.9% 72% False False 87,236
80 1.1486 1.0762 0.0724 6.4% 0.0100 0.9% 75% False False 65,526
100 1.1486 1.0588 0.0898 7.9% 0.0100 0.9% 80% False False 52,494
120 1.1486 1.0588 0.0898 7.9% 0.0098 0.9% 80% False False 43,768
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1642
2.618 1.1524
1.618 1.1452
1.000 1.1408
0.618 1.1380
HIGH 1.1336
0.618 1.1308
0.500 1.1300
0.382 1.1292
LOW 1.1264
0.618 1.1220
1.000 1.1192
1.618 1.1148
2.618 1.1076
4.250 1.0958
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 1.1303 1.1332
PP 1.1302 1.1323
S1 1.1300 1.1314

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

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