CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 1.1313 1.1333 0.0020 0.2% 1.1430
High 1.1351 1.1404 0.0053 0.5% 1.1486
Low 1.1293 1.1322 0.0029 0.3% 1.1253
Close 1.1332 1.1393 0.0061 0.5% 1.1305
Range 0.0059 0.0082 0.0024 40.2% 0.0233
ATR 0.0092 0.0091 -0.0001 -0.8% 0.0000
Volume 102,535 146,173 43,638 42.6% 810,964
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1619 1.1588 1.1438
R3 1.1537 1.1506 1.1416
R2 1.1455 1.1455 1.1408
R1 1.1424 1.1424 1.1401 1.1439
PP 1.1373 1.1373 1.1373 1.1380
S1 1.1342 1.1342 1.1385 1.1357
S2 1.1291 1.1291 1.1378
S3 1.1209 1.1260 1.1370
S4 1.1127 1.1178 1.1348
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 1.1412 1.1253 0.0159 1.4% 0.0080 0.7% 88% False False 145,884
10 1.1486 1.1253 0.0233 2.0% 0.0089 0.8% 60% False False 167,106
20 1.1486 1.1170 0.0317 2.8% 0.0084 0.7% 71% False False 170,913
40 1.1486 1.0853 0.0633 5.6% 0.0097 0.9% 85% False False 136,197
60 1.1486 1.0836 0.0651 5.7% 0.0101 0.9% 86% False False 91,358
80 1.1486 1.0762 0.0724 6.4% 0.0099 0.9% 87% False False 68,631
100 1.1486 1.0588 0.0898 7.9% 0.0100 0.9% 90% False False 54,976
120 1.1486 1.0588 0.0898 7.9% 0.0098 0.9% 90% False False 45,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1752
2.618 1.1618
1.618 1.1536
1.000 1.1486
0.618 1.1454
HIGH 1.1404
0.618 1.1372
0.500 1.1363
0.382 1.1353
LOW 1.1322
0.618 1.1271
1.000 1.1240
1.618 1.1189
2.618 1.1107
4.250 1.0973
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 1.1383 1.1373
PP 1.1373 1.1354
S1 1.1363 1.1334

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

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