CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 1.1314 1.1339 0.0025 0.2% 1.1313
High 1.1378 1.1383 0.0005 0.0% 1.1417
Low 1.1287 1.1310 0.0024 0.2% 1.1234
Close 1.1341 1.1364 0.0023 0.2% 1.1245
Range 0.0092 0.0073 -0.0019 -20.8% 0.0183
ATR 0.0091 0.0090 -0.0001 -1.5% 0.0000
Volume 180,385 169,940 -10,445 -5.8% 800,422
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1570 1.1539 1.1404
R3 1.1497 1.1467 1.1384
R2 1.1425 1.1425 1.1377
R1 1.1394 1.1394 1.1371 1.1410
PP 1.1352 1.1352 1.1352 1.1360
S1 1.1322 1.1322 1.1357 1.1337
S2 1.1280 1.1280 1.1351
S3 1.1207 1.1249 1.1344
S4 1.1135 1.1177 1.1324
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 1.1383 1.1234 0.0149 1.3% 0.0080 0.7% 88% True False 154,875
10 1.1417 1.1234 0.0183 1.6% 0.0084 0.7% 71% False False 155,462
20 1.1486 1.1234 0.0252 2.2% 0.0087 0.8% 52% False False 171,770
40 1.1486 1.0853 0.0633 5.6% 0.0099 0.9% 81% False False 164,516
60 1.1486 1.0853 0.0633 5.6% 0.0103 0.9% 81% False False 110,846
80 1.1486 1.0762 0.0724 6.4% 0.0101 0.9% 83% False False 83,280
100 1.1486 1.0762 0.0724 6.4% 0.0098 0.9% 83% False False 66,701
120 1.1486 1.0588 0.0898 7.9% 0.0098 0.9% 86% False False 55,620
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1691
2.618 1.1572
1.618 1.1500
1.000 1.1455
0.618 1.1427
HIGH 1.1383
0.618 1.1355
0.500 1.1346
0.382 1.1338
LOW 1.1310
0.618 1.1265
1.000 1.1238
1.618 1.1193
2.618 1.1120
4.250 1.1002
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 1.1358 1.1352
PP 1.1352 1.1339
S1 1.1346 1.1327

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

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