CME Euro FX (E) Future June 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 1.1400 1.1316 -0.0084 -0.7% 1.1368
High 1.1417 1.1322 -0.0095 -0.8% 1.1417
Low 1.1306 1.1246 -0.0061 -0.5% 1.1246
Close 1.1332 1.1261 -0.0071 -0.6% 1.1261
Range 0.0111 0.0077 -0.0034 -30.8% 0.0171
ATR 0.0083 0.0083 0.0000 0.3% 0.0000
Volume 270,804 128,537 -142,267 -52.5% 1,003,727
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1506 1.1460 1.1303
R3 1.1429 1.1383 1.1282
R2 1.1353 1.1353 1.1275
R1 1.1307 1.1307 1.1268 1.1292
PP 1.1276 1.1276 1.1276 1.1269
S1 1.1230 1.1230 1.1254 1.1215
S2 1.1200 1.1200 1.1247
S3 1.1123 1.1154 1.1240
S4 1.1047 1.1077 1.1219
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1821 1.1712 1.1355
R3 1.1650 1.1541 1.1308
R2 1.1479 1.1479 1.1292
R1 1.1370 1.1370 1.1277 1.1339
PP 1.1308 1.1308 1.1308 1.1292
S1 1.1199 1.1199 1.1245 1.1168
S2 1.1137 1.1137 1.1230
S3 1.0966 1.1028 1.1214
S4 1.0795 1.0857 1.1167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1417 1.1246 0.0171 1.5% 0.0071 0.6% 9% False True 200,745
10 1.1417 1.1103 0.0314 2.8% 0.0091 0.8% 50% False False 198,338
20 1.1417 1.1103 0.0314 2.8% 0.0078 0.7% 50% False False 168,122
40 1.1631 1.1103 0.0528 4.7% 0.0081 0.7% 30% False False 164,655
60 1.1631 1.1103 0.0528 4.7% 0.0083 0.7% 30% False False 169,179
80 1.1631 1.0853 0.0778 6.9% 0.0090 0.8% 52% False False 145,719
100 1.1631 1.0827 0.0804 7.1% 0.0094 0.8% 54% False False 116,890
120 1.1631 1.0762 0.0869 7.7% 0.0093 0.8% 57% False False 97,474
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1647
2.618 1.1522
1.618 1.1446
1.000 1.1399
0.618 1.1369
HIGH 1.1322
0.618 1.1293
0.500 1.1284
0.382 1.1275
LOW 1.1246
0.618 1.1198
1.000 1.1169
1.618 1.1122
2.618 1.1045
4.250 1.0920
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 1.1284 1.1331
PP 1.1276 1.1308
S1 1.1269 1.1284

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

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