CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 1.1406 1.1510 0.0104 0.9% 1.1283
High 1.1510 1.1586 0.0076 0.7% 1.1510
Low 1.1406 1.1505 0.0099 0.9% 1.1283
Close 1.1502 1.1574 0.0072 0.6% 1.1502
Range 0.0104 0.0081 -0.0023 -22.1% 0.0227
ATR 0.0082 0.0082 0.0000 0.2% 0.0000
Volume 726 473 -253 -34.8% 3,001
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 1.1798 1.1767 1.1618
R3 1.1717 1.1686 1.1596
R2 1.1636 1.1636 1.1588
R1 1.1605 1.1605 1.1581 1.1620
PP 1.1555 1.1555 1.1555 1.1562
S1 1.1524 1.1524 1.1566 1.1539
S2 1.1474 1.1474 1.1559
S3 1.1393 1.1443 1.1551
S4 1.1312 1.1362 1.1529
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2113 1.2034 1.1626
R3 1.1886 1.1807 1.1564
R2 1.1659 1.1659 1.1543
R1 1.1580 1.1580 1.1522 1.1619
PP 1.1432 1.1432 1.1432 1.1451
S1 1.1353 1.1353 1.1481 1.1392
S2 1.1205 1.1205 1.1460
S3 1.0978 1.1126 1.1439
S4 1.0751 1.0899 1.1377
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1586 1.1310 0.0276 2.4% 0.0080 0.7% 96% True False 653
10 1.1586 1.1272 0.0314 2.7% 0.0081 0.7% 96% True False 463
20 1.1586 1.1272 0.0314 2.7% 0.0080 0.7% 96% True False 367
40 1.1586 1.0898 0.0688 5.9% 0.0087 0.8% 98% True False 340
60 1.1586 1.0898 0.0688 5.9% 0.0080 0.7% 98% True False 247
80 1.1586 1.0865 0.0721 6.2% 0.0075 0.6% 98% True False 194
100 1.1586 1.0829 0.0757 6.5% 0.0071 0.6% 98% True False 157
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 1.1930
2.618 1.1798
1.618 1.1717
1.000 1.1667
0.618 1.1636
HIGH 1.1586
0.618 1.1555
0.500 1.1545
0.382 1.1535
LOW 1.1505
0.618 1.1454
1.000 1.1424
1.618 1.1373
2.618 1.1292
4.250 1.1160
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 1.1564 1.1539
PP 1.1555 1.1505
S1 1.1545 1.1471

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

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