CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 1.1339 1.1366 0.0027 0.2% 1.1241
High 1.1383 1.1475 0.0093 0.8% 1.1475
Low 1.1310 1.1363 0.0053 0.5% 1.1236
Close 1.1364 1.1465 0.0101 0.9% 1.1465
Range 0.0073 0.0113 0.0040 55.2% 0.0239
ATR 0.0090 0.0092 0.0002 1.8% 0.0000
Volume 169,940 243,008 73,068 43.0% 865,350
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1772 1.1731 1.1527
R3 1.1659 1.1618 1.1496
R2 1.1547 1.1547 1.1486
R1 1.1506 1.1506 1.1475 1.1526
PP 1.1434 1.1434 1.1434 1.1444
S1 1.1393 1.1393 1.1455 1.1414
S2 1.1322 1.1322 1.1444
S3 1.1209 1.1281 1.1434
S4 1.1097 1.1168 1.1403
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2109 1.2026 1.1596
R3 1.1870 1.1787 1.1531
R2 1.1631 1.1631 1.1509
R1 1.1548 1.1548 1.1487 1.1590
PP 1.1392 1.1392 1.1392 1.1413
S1 1.1309 1.1309 1.1443 1.1351
S2 1.1153 1.1153 1.1421
S3 1.0914 1.1070 1.1399
S4 1.0675 1.0831 1.1334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1475 1.1236 0.0239 2.1% 0.0084 0.7% 96% True False 173,070
10 1.1475 1.1234 0.0241 2.1% 0.0088 0.8% 96% True False 166,577
20 1.1486 1.1234 0.0252 2.2% 0.0088 0.8% 92% False False 170,097
40 1.1486 1.0853 0.0633 5.5% 0.0098 0.9% 97% False False 170,413
60 1.1486 1.0853 0.0633 5.5% 0.0100 0.9% 97% False False 114,837
80 1.1486 1.0772 0.0714 6.2% 0.0100 0.9% 97% False False 86,309
100 1.1486 1.0762 0.0724 6.3% 0.0098 0.9% 97% False False 69,127
120 1.1486 1.0588 0.0898 7.8% 0.0099 0.9% 98% False False 57,644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1953
2.618 1.1770
1.618 1.1657
1.000 1.1588
0.618 1.1545
HIGH 1.1475
0.618 1.1432
0.500 1.1419
0.382 1.1405
LOW 1.1363
0.618 1.1293
1.000 1.1250
1.618 1.1180
2.618 1.1068
4.250 1.0884
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 1.1450 1.1437
PP 1.1434 1.1409
S1 1.1419 1.1381

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

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