CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 1.1320 1.1347 0.0027 0.2% 1.1332
High 1.1391 1.1407 0.0016 0.1% 1.1452
Low 1.1310 1.1335 0.0026 0.2% 1.1272
Close 1.1343 1.1378 0.0036 0.3% 1.1282
Range 0.0081 0.0072 -0.0010 -11.7% 0.0180
ATR 0.0082 0.0081 -0.0001 -0.9% 0.0000
Volume 846 510 -336 -39.7% 1,245
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1588 1.1554 1.1417
R3 1.1516 1.1483 1.1398
R2 1.1445 1.1445 1.1391
R1 1.1411 1.1411 1.1385 1.1428
PP 1.1373 1.1373 1.1373 1.1382
S1 1.1340 1.1340 1.1371 1.1357
S2 1.1302 1.1302 1.1365
S3 1.1230 1.1268 1.1358
S4 1.1159 1.1197 1.1339
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1874 1.1757 1.1380
R3 1.1694 1.1578 1.1331
R2 1.1515 1.1515 1.1314
R1 1.1398 1.1398 1.1298 1.1367
PP 1.1335 1.1335 1.1335 1.1319
S1 1.1219 1.1219 1.1265 1.1187
S2 1.1156 1.1156 1.1249
S3 1.0976 1.1039 1.1232
S4 1.0797 1.0860 1.1183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1452 1.1272 0.0180 1.6% 0.0079 0.7% 59% False False 470
10 1.1452 1.1272 0.0180 1.6% 0.0074 0.6% 59% False False 317
20 1.1515 1.1272 0.0243 2.1% 0.0079 0.7% 44% False False 341
40 1.1515 1.0898 0.0617 5.4% 0.0087 0.8% 78% False False 307
60 1.1515 1.0898 0.0617 5.4% 0.0082 0.7% 78% False False 216
80 1.1515 1.0829 0.0686 6.0% 0.0075 0.7% 80% False False 170
100 1.1515 1.0746 0.0769 6.8% 0.0073 0.6% 82% False False 139
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1710
2.618 1.1594
1.618 1.1522
1.000 1.1478
0.618 1.1451
HIGH 1.1407
0.618 1.1379
0.500 1.1371
0.382 1.1362
LOW 1.1335
0.618 1.1291
1.000 1.1264
1.618 1.1219
2.618 1.1148
4.250 1.1031
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 1.1376 1.1367
PP 1.1373 1.1356
S1 1.1371 1.1345

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

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