CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 1.1301 1.1241 -0.0061 -0.5% 1.1313
High 1.1325 1.1295 -0.0031 -0.3% 1.1417
Low 1.1234 1.1236 0.0002 0.0% 1.1234
Close 1.1245 1.1276 0.0032 0.3% 1.1245
Range 0.0091 0.0059 -0.0033 -35.7% 0.0183
ATR 0.0094 0.0092 -0.0003 -2.7% 0.0000
Volume 152,035 109,321 -42,714 -28.1% 800,422
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1444 1.1419 1.1308
R3 1.1386 1.1360 1.1292
R2 1.1327 1.1327 1.1287
R1 1.1302 1.1302 1.1281 1.1315
PP 1.1269 1.1269 1.1269 1.1275
S1 1.1243 1.1243 1.1271 1.1256
S2 1.1210 1.1210 1.1265
S3 1.1152 1.1185 1.1260
S4 1.1093 1.1126 1.1244
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1848 1.1729 1.1345
R3 1.1665 1.1546 1.1295
R2 1.1482 1.1482 1.1278
R1 1.1363 1.1363 1.1261 1.1331
PP 1.1299 1.1299 1.1299 1.1282
S1 1.1180 1.1180 1.1228 1.1148
S2 1.1116 1.1116 1.1211
S3 1.0933 1.0997 1.1194
S4 1.0750 1.0814 1.1144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1417 1.1234 0.0183 1.6% 0.0092 0.8% 23% False False 161,441
10 1.1486 1.1234 0.0252 2.2% 0.0090 0.8% 17% False False 157,261
20 1.1486 1.1195 0.0292 2.6% 0.0091 0.8% 28% False False 179,943
40 1.1486 1.0853 0.0633 5.6% 0.0098 0.9% 67% False False 152,231
60 1.1486 1.0853 0.0633 5.6% 0.0103 0.9% 67% False False 102,331
80 1.1486 1.0762 0.0724 6.4% 0.0101 0.9% 71% False False 76,880
100 1.1486 1.0588 0.0898 8.0% 0.0101 0.9% 77% False False 61,583
120 1.1486 1.0588 0.0898 8.0% 0.0098 0.9% 77% False False 51,348
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1543
2.618 1.1448
1.618 1.1389
1.000 1.1353
0.618 1.1331
HIGH 1.1295
0.618 1.1272
0.500 1.1265
0.382 1.1258
LOW 1.1236
0.618 1.1200
1.000 1.1178
1.618 1.1141
2.618 1.1083
4.250 1.0987
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 1.1272 1.1326
PP 1.1269 1.1309
S1 1.1265 1.1293

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

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