CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 1.1197 1.1118 -0.0079 -0.7% 1.1224
High 1.1206 1.1178 -0.0028 -0.2% 1.1249
Low 1.1116 1.1103 -0.0013 -0.1% 1.1116
Close 1.1144 1.1130 -0.0014 -0.1% 1.1144
Range 0.0090 0.0076 -0.0015 -16.1% 0.0134
ATR 0.0075 0.0075 0.0000 0.1% 0.0000
Volume 138,986 210,972 71,986 51.8% 681,650
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 1.1363 1.1322 1.1172
R3 1.1288 1.1247 1.1151
R2 1.1212 1.1212 1.1144
R1 1.1171 1.1171 1.1137 1.1192
PP 1.1137 1.1137 1.1137 1.1147
S1 1.1096 1.1096 1.1123 1.1116
S2 1.1061 1.1061 1.1116
S3 1.0986 1.1020 1.1109
S4 1.0910 1.0945 1.1088
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 1.1570 1.1490 1.1217
R3 1.1436 1.1357 1.1180
R2 1.1303 1.1303 1.1168
R1 1.1223 1.1223 1.1156 1.1196
PP 1.1169 1.1169 1.1169 1.1156
S1 1.1090 1.1090 1.1131 1.1063
S2 1.1036 1.1036 1.1119
S3 1.0902 1.0956 1.1107
S4 1.0769 1.0823 1.1070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1234 1.1103 0.0131 1.2% 0.0073 0.7% 21% False True 156,328
10 1.1358 1.1103 0.0256 2.3% 0.0067 0.6% 11% False True 146,949
20 1.1631 1.1103 0.0528 4.7% 0.0072 0.6% 5% False True 150,359
40 1.1631 1.1103 0.0528 4.7% 0.0081 0.7% 5% False True 160,634
60 1.1631 1.0853 0.0778 7.0% 0.0089 0.8% 36% False False 165,751
80 1.1631 1.0853 0.0778 7.0% 0.0092 0.8% 36% False False 125,549
100 1.1631 1.0822 0.0809 7.3% 0.0095 0.9% 38% False False 100,596
120 1.1631 1.0762 0.0869 7.8% 0.0094 0.8% 42% False False 83,893
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1499
2.618 1.1376
1.618 1.1300
1.000 1.1254
0.618 1.1225
HIGH 1.1178
0.618 1.1149
0.500 1.1140
0.382 1.1131
LOW 1.1103
0.618 1.1056
1.000 1.1027
1.618 1.0980
2.618 1.0905
4.250 1.0782
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 1.1140 1.1162
PP 1.1137 1.1152
S1 1.1133 1.1141

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

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