CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 1.1375 1.1317 -0.0059 -0.5% 1.1430
High 1.1406 1.1417 0.0011 0.1% 1.1486
Low 1.1308 1.1287 -0.0022 -0.2% 1.1253
Close 1.1319 1.1312 -0.0008 -0.1% 1.1305
Range 0.0098 0.0131 0.0033 33.2% 0.0233
ATR 0.0092 0.0095 0.0003 3.0% 0.0000
Volume 144,418 255,261 110,843 76.8% 810,964
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1730 1.1651 1.1383
R3 1.1599 1.1521 1.1347
R2 1.1469 1.1469 1.1335
R1 1.1390 1.1390 1.1323 1.1364
PP 1.1338 1.1338 1.1338 1.1325
S1 1.1260 1.1260 1.1300 1.1234
S2 1.1208 1.1208 1.1288
S3 1.1077 1.1129 1.1276
S4 1.0947 1.0999 1.1240
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 1.1417 1.1264 0.0153 1.4% 0.0088 0.8% 31% True False 156,050
10 1.1486 1.1253 0.0233 2.1% 0.0089 0.8% 25% False False 161,673
20 1.1486 1.1170 0.0317 2.8% 0.0089 0.8% 45% False False 176,363
40 1.1486 1.0853 0.0633 5.6% 0.0099 0.9% 72% False False 145,959
60 1.1486 1.0853 0.0633 5.6% 0.0103 0.9% 72% False False 98,009
80 1.1486 1.0762 0.0724 6.4% 0.0100 0.9% 76% False False 73,620
100 1.1486 1.0588 0.0898 7.9% 0.0101 0.9% 81% False False 58,972
120 1.1486 1.0588 0.0898 7.9% 0.0098 0.9% 81% False False 49,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1972
2.618 1.1759
1.618 1.1628
1.000 1.1548
0.618 1.1498
HIGH 1.1417
0.618 1.1367
0.500 1.1352
0.382 1.1336
LOW 1.1287
0.618 1.1206
1.000 1.1156
1.618 1.1075
2.618 1.0945
4.250 1.0732
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 1.1352 1.1352
PP 1.1338 1.1338
S1 1.1325 1.1325

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

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