CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 1.1241 1.1283 0.0043 0.4% 1.1313
High 1.1295 1.1357 0.0062 0.5% 1.1417
Low 1.1236 1.1272 0.0036 0.3% 1.1234
Close 1.1276 1.1306 0.0030 0.3% 1.1245
Range 0.0059 0.0085 0.0027 45.3% 0.0183
ATR 0.0092 0.0091 0.0000 -0.5% 0.0000
Volume 109,321 162,696 53,375 48.8% 800,422
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1566 1.1521 1.1352
R3 1.1481 1.1436 1.1329
R2 1.1396 1.1396 1.1321
R1 1.1351 1.1351 1.1313 1.1374
PP 1.1311 1.1311 1.1311 1.1323
S1 1.1266 1.1266 1.1298 1.1289
S2 1.1226 1.1226 1.1290
S3 1.1141 1.1181 1.1282
S4 1.1056 1.1096 1.1259
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% 0.0093 0.8% 39% False False 164,746
10 1.1417 1.1234 0.0183 1.6% 0.0086 0.8% 39% False False 155,315
20 1.1486 1.1234 0.0252 2.2% 0.0088 0.8% 28% False False 176,507
40 1.1486 1.0853 0.0633 5.6% 0.0097 0.9% 71% False False 156,089
60 1.1486 1.0853 0.0633 5.6% 0.0102 0.9% 71% False False 105,027
80 1.1486 1.0762 0.0724 6.4% 0.0102 0.9% 75% False False 78,912
100 1.1486 1.0588 0.0898 7.9% 0.0102 0.9% 80% False False 63,209
120 1.1486 1.0588 0.0898 7.9% 0.0098 0.9% 80% False False 52,703
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1718
2.618 1.1579
1.618 1.1494
1.000 1.1442
0.618 1.1409
HIGH 1.1357
0.618 1.1324
0.500 1.1314
0.382 1.1304
LOW 1.1272
0.618 1.1219
1.000 1.1187
1.618 1.1134
2.618 1.1049
4.250 1.0910
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 1.1314 1.1302
PP 1.1311 1.1299
S1 1.1308 1.1295

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

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