CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 1.1383 1.1436 0.0053 0.5% 1.1474
High 1.1458 1.1440 -0.0018 -0.2% 1.1631
Low 1.1380 1.1379 -0.0001 0.0% 1.1398
Close 1.1437 1.1385 -0.0052 -0.5% 1.1410
Range 0.0078 0.0061 -0.0018 -22.4% 0.0233
ATR 0.0087 0.0085 -0.0002 -2.2% 0.0000
Volume 117,879 129,825 11,946 10.1% 934,143
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 1.1583 1.1544 1.1418
R3 1.1522 1.1484 1.1401
R2 1.1462 1.1462 1.1396
R1 1.1423 1.1423 1.1390 1.1412
PP 1.1401 1.1401 1.1401 1.1396
S1 1.1363 1.1363 1.1379 1.1352
S2 1.1341 1.1341 1.1373
S3 1.1280 1.1302 1.1368
S4 1.1220 1.1242 1.1351
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.2177 1.2026 1.1538
R3 1.1945 1.1794 1.1474
R2 1.1712 1.1712 1.1453
R1 1.1561 1.1561 1.1431 1.1520
PP 1.1480 1.1480 1.1480 1.1459
S1 1.1329 1.1329 1.1389 1.1288
S2 1.1247 1.1247 1.1367
S3 1.1015 1.1096 1.1346
S4 1.0782 1.0864 1.1282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1498 1.1370 0.0128 1.1% 0.0067 0.6% 11% False False 136,134
10 1.1631 1.1363 0.0268 2.4% 0.0083 0.7% 8% False False 166,915
20 1.1631 1.1234 0.0397 3.5% 0.0084 0.7% 38% False False 161,189
40 1.1631 1.1170 0.0461 4.0% 0.0085 0.7% 47% False False 169,708
60 1.1631 1.0853 0.0778 6.8% 0.0094 0.8% 68% False False 138,252
80 1.1631 1.0827 0.0804 7.1% 0.0098 0.9% 69% False False 104,083
100 1.1631 1.0762 0.0869 7.6% 0.0096 0.8% 72% False False 83,344
120 1.1631 1.0588 0.1043 9.2% 0.0097 0.9% 76% False False 69,515
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1697
2.618 1.1598
1.618 1.1537
1.000 1.1500
0.618 1.1477
HIGH 1.1440
0.618 1.1416
0.500 1.1409
0.382 1.1402
LOW 1.1379
0.618 1.1342
1.000 1.1319
1.618 1.1281
2.618 1.1221
4.250 1.1122
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 1.1409 1.1414
PP 1.1401 1.1404
S1 1.1393 1.1394

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

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