CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 1.1543 1.1514 -0.0029 -0.3% 1.1241
High 1.1631 1.1544 -0.0087 -0.7% 1.1475
Low 1.1509 1.1480 -0.0030 -0.3% 1.1236
Close 1.1521 1.1515 -0.0006 -0.1% 1.1465
Range 0.0122 0.0064 -0.0058 -47.3% 0.0239
ATR 0.0094 0.0091 -0.0002 -2.3% 0.0000
Volume 230,491 195,794 -34,697 -15.1% 865,350
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 1.1705 1.1674 1.1550
R3 1.1641 1.1610 1.1532
R2 1.1577 1.1577 1.1526
R1 1.1546 1.1546 1.1520 1.1561
PP 1.1513 1.1513 1.1513 1.1520
S1 1.1482 1.1482 1.1509 1.1497
S2 1.1449 1.1449 1.1503
S3 1.1385 1.1418 1.1497
S4 1.1321 1.1354 1.1479
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 1.1631 1.1310 0.0321 2.8% 0.0092 0.8% 64% False False 197,443
10 1.1631 1.1234 0.0397 3.4% 0.0092 0.8% 71% False False 184,691
20 1.1631 1.1234 0.0397 3.4% 0.0090 0.8% 71% False False 171,707
40 1.1631 1.0853 0.0778 6.8% 0.0098 0.9% 85% False False 180,752
60 1.1631 1.0853 0.0778 6.8% 0.0098 0.9% 85% False False 124,302
80 1.1631 1.0827 0.0804 7.0% 0.0099 0.9% 86% False False 93,473
100 1.1631 1.0762 0.0869 7.5% 0.0098 0.8% 87% False False 74,858
120 1.1631 1.0588 0.1043 9.1% 0.0098 0.8% 89% False False 62,422
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1816
2.618 1.1711
1.618 1.1647
1.000 1.1608
0.618 1.1583
HIGH 1.1544
0.618 1.1519
0.500 1.1512
0.382 1.1504
LOW 1.1480
0.618 1.1440
1.000 1.1416
1.618 1.1376
2.618 1.1312
4.250 1.1208
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 1.1514 1.1546
PP 1.1513 1.1536
S1 1.1512 1.1525

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

View Archives - Comment on this page... - Back to Index of Symbols