CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 1.1418 1.1469 0.0051 0.4% 1.1510
High 1.1492 1.1473 -0.0019 -0.2% 1.1665
Low 1.1418 1.1415 -0.0003 0.0% 1.1438
Close 1.1472 1.1420 -0.0052 -0.5% 1.1446
Range 0.0075 0.0058 -0.0017 -22.1% 0.0227
ATR 0.0079 0.0078 -0.0002 -1.9% 0.0000
Volume 871 492 -379 -43.5% 3,065
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 1.1610 1.1573 1.1452
R3 1.1552 1.1515 1.1436
R2 1.1494 1.1494 1.1431
R1 1.1457 1.1457 1.1425 1.1447
PP 1.1436 1.1436 1.1436 1.1431
S1 1.1399 1.1399 1.1415 1.1389
S2 1.1378 1.1378 1.1409
S3 1.1320 1.1341 1.1404
S4 1.1262 1.1283 1.1388
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 1.1534 1.1407 0.0127 1.1% 0.0063 0.5% 10% False False 520
10 1.1665 1.1406 0.0259 2.3% 0.0077 0.7% 5% False False 596
20 1.1665 1.1272 0.0393 3.4% 0.0076 0.7% 38% False False 484
40 1.1665 1.1209 0.0456 4.0% 0.0077 0.7% 46% False False 408
60 1.1665 1.0898 0.0767 6.7% 0.0079 0.7% 68% False False 322
80 1.1665 1.0865 0.0800 7.0% 0.0078 0.7% 69% False False 249
100 1.1665 1.0829 0.0836 7.3% 0.0070 0.6% 71% False False 203
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1720
2.618 1.1625
1.618 1.1567
1.000 1.1531
0.618 1.1509
HIGH 1.1473
0.618 1.1451
0.500 1.1444
0.382 1.1437
LOW 1.1415
0.618 1.1379
1.000 1.1357
1.618 1.1321
2.618 1.1263
4.250 1.1169
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 1.1444 1.1450
PP 1.1436 1.1440
S1 1.1428 1.1430

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

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