CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 1.1156 1.1368 0.0212 1.9% 1.1118
High 1.1377 1.1395 0.0018 0.2% 1.1377
Low 1.1140 1.1328 0.0189 1.7% 1.1103
Close 1.1348 1.1376 0.0028 0.2% 1.1348
Range 0.0238 0.0067 -0.0171 -71.8% 0.0275
ATR 0.0087 0.0085 -0.0001 -1.6% 0.0000
Volume 278,856 196,056 -82,800 -29.7% 840,671
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1567 1.1539 1.1413
R3 1.1500 1.1472 1.1394
R2 1.1433 1.1433 1.1388
R1 1.1405 1.1405 1.1382 1.1419
PP 1.1366 1.1366 1.1366 1.1374
S1 1.1338 1.1338 1.1370 1.1352
S2 1.1299 1.1299 1.1364
S3 1.1232 1.1271 1.1358
S4 1.1165 1.1204 1.1339
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.2099 1.1998 1.1499
R3 1.1825 1.1724 1.1423
R2 1.1550 1.1550 1.1398
R1 1.1449 1.1449 1.1373 1.1500
PP 1.1276 1.1276 1.1276 1.1301
S1 1.1175 1.1175 1.1323 1.1225
S2 1.1001 1.1001 1.1298
S3 1.0727 1.0900 1.1273
S4 1.0452 1.0626 1.1197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1395 1.1103 0.0293 2.6% 0.0107 0.9% 94% True False 207,345
10 1.1395 1.1103 0.0293 2.6% 0.0088 0.8% 94% True False 171,837
20 1.1458 1.1103 0.0355 3.1% 0.0075 0.7% 77% False False 152,338
40 1.1631 1.1103 0.0528 4.6% 0.0083 0.7% 52% False False 161,441
60 1.1631 1.1088 0.0543 4.8% 0.0086 0.8% 53% False False 169,277
80 1.1631 1.0853 0.0778 6.8% 0.0091 0.8% 67% False False 135,717
100 1.1631 1.0827 0.0804 7.1% 0.0095 0.8% 68% False False 108,835
120 1.1631 1.0762 0.0869 7.6% 0.0094 0.8% 71% False False 90,765
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1680
2.618 1.1570
1.618 1.1503
1.000 1.1462
0.618 1.1436
HIGH 1.1395
0.618 1.1369
0.500 1.1362
0.382 1.1354
LOW 1.1328
0.618 1.1287
1.000 1.1261
1.618 1.1220
2.618 1.1153
4.250 1.1043
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 1.1371 1.1340
PP 1.1366 1.1304
S1 1.1362 1.1267

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

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