CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 1.1542 1.1446 -0.0096 -0.8% 1.1510
High 1.1542 1.1534 -0.0008 -0.1% 1.1665
Low 1.1438 1.1443 0.0005 0.0% 1.1438
Close 1.1448 1.1446 -0.0002 0.0% 1.1446
Range 0.0104 0.0092 -0.0013 -12.0% 0.0227
ATR 0.0085 0.0085 0.0000 0.6% 0.0000
Volume 715 426 -289 -40.4% 3,065
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.1749 1.1689 1.1496
R3 1.1657 1.1597 1.1471
R2 1.1566 1.1566 1.1463
R1 1.1506 1.1506 1.1454 1.1492
PP 1.1474 1.1474 1.1474 1.1467
S1 1.1414 1.1414 1.1438 1.1400
S2 1.1383 1.1383 1.1429
S3 1.1291 1.1323 1.1421
S4 1.1200 1.1231 1.1396
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 1.2197 1.2049 1.1571
R3 1.1970 1.1822 1.1508
R2 1.1743 1.1743 1.1488
R1 1.1595 1.1595 1.1467 1.1556
PP 1.1516 1.1516 1.1516 1.1497
S1 1.1368 1.1368 1.1425 1.1329
S2 1.1289 1.1289 1.1404
S3 1.1062 1.1141 1.1384
S4 1.0835 1.0914 1.1321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1665 1.1438 0.0227 2.0% 0.0089 0.8% 4% False False 613
10 1.1665 1.1283 0.0382 3.3% 0.0081 0.7% 43% False False 606
20 1.1665 1.1272 0.0393 3.4% 0.0081 0.7% 44% False False 444
40 1.1665 1.1129 0.0536 4.7% 0.0082 0.7% 59% False False 385
60 1.1665 1.0898 0.0767 6.7% 0.0079 0.7% 71% False False 287
80 1.1665 1.0865 0.0800 7.0% 0.0078 0.7% 73% False False 225
100 1.1665 1.0829 0.0836 7.3% 0.0072 0.6% 74% False False 182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.1923
2.618 1.1774
1.618 1.1682
1.000 1.1626
0.618 1.1591
HIGH 1.1534
0.618 1.1499
0.500 1.1488
0.382 1.1477
LOW 1.1443
0.618 1.1386
1.000 1.1351
1.618 1.1294
2.618 1.1203
4.250 1.1054
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 1.1488 1.1509
PP 1.1474 1.1488
S1 1.1460 1.1467

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

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