CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 1.1144 1.1162 0.0018 0.2% 1.1312
High 1.1173 1.1222 0.0049 0.4% 1.1358
Low 1.1135 1.1155 0.0020 0.2% 1.1187
Close 1.1168 1.1195 0.0027 0.2% 1.1226
Range 0.0039 0.0068 0.0029 75.3% 0.0171
ATR 0.0074 0.0074 0.0000 -0.6% 0.0000
Volume 123,130 152,294 29,164 23.7% 661,439
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 1.1393 1.1362 1.1232
R3 1.1326 1.1294 1.1214
R2 1.1258 1.1258 1.1207
R1 1.1227 1.1227 1.1201 1.1242
PP 1.1191 1.1191 1.1191 1.1198
S1 1.1159 1.1159 1.1189 1.1175
S2 1.1123 1.1123 1.1183
S3 1.1056 1.1092 1.1176
S4 1.0988 1.1024 1.1158
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 1.1770 1.1669 1.1320
R3 1.1599 1.1498 1.1273
R2 1.1428 1.1428 1.1257
R1 1.1327 1.1327 1.1241 1.1292
PP 1.1257 1.1257 1.1257 1.1239
S1 1.1156 1.1156 1.1210 1.1121
S2 1.1086 1.1086 1.1194
S3 1.0915 1.0985 1.1178
S4 1.0744 1.0814 1.1131
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1249 1.1135 0.0115 1.0% 0.0059 0.5% 53% False False 129,733
10 1.1390 1.1135 0.0255 2.3% 0.0064 0.6% 24% False False 137,905
20 1.1631 1.1135 0.0496 4.4% 0.0074 0.7% 12% False False 152,410
40 1.1631 1.1135 0.0496 4.4% 0.0080 0.7% 12% False False 162,090
60 1.1631 1.0853 0.0778 6.9% 0.0090 0.8% 44% False False 160,481
80 1.1631 1.0853 0.0778 6.9% 0.0095 0.9% 44% False False 121,237
100 1.1631 1.0762 0.0869 7.8% 0.0095 0.9% 50% False False 97,106
120 1.1631 1.0762 0.0869 7.8% 0.0094 0.8% 50% False False 80,986
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1509
2.618 1.1399
1.618 1.1331
1.000 1.1290
0.618 1.1264
HIGH 1.1222
0.618 1.1196
0.500 1.1188
0.382 1.1180
LOW 1.1155
0.618 1.1113
1.000 1.1087
1.618 1.1045
2.618 1.0978
4.250 1.0868
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 1.1193 1.1191
PP 1.1191 1.1188
S1 1.1188 1.1184

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

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