CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 1.1395 1.1401 0.0006 0.1% 1.1155
High 1.1421 1.1451 0.0031 0.3% 1.1415
Low 1.1379 1.1395 0.0016 0.1% 1.1141
Close 1.1403 1.1437 0.0034 0.3% 1.1387
Range 0.0042 0.0057 0.0015 34.5% 0.0275
ATR 0.0079 0.0077 -0.0002 -2.0% 0.0000
Volume 74,734 137,941 63,207 84.6% 44,740
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1597 1.1573 1.1468
R3 1.1540 1.1517 1.1452
R2 1.1484 1.1484 1.1447
R1 1.1460 1.1460 1.1442 1.1472
PP 1.1427 1.1427 1.1427 1.1433
S1 1.1404 1.1404 1.1431 1.1416
S2 1.1371 1.1371 1.1426
S3 1.1314 1.1347 1.1421
S4 1.1258 1.1291 1.1405
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.2138 1.2037 1.1537
R3 1.1863 1.1762 1.1462
R2 1.1589 1.1589 1.1437
R1 1.1488 1.1488 1.1412 1.1538
PP 1.1314 1.1314 1.1314 1.1339
S1 1.1213 1.1213 1.1361 1.1264
S2 1.1040 1.1040 1.1336
S3 1.0765 1.0939 1.1311
S4 1.0491 1.0664 1.1236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1451 1.1180 0.0272 2.4% 0.0095 0.8% 95% True False 57,976
10 1.1451 1.1141 0.0311 2.7% 0.0082 0.7% 95% True False 31,368
20 1.1492 1.1141 0.0352 3.1% 0.0072 0.6% 84% False False 16,628
40 1.1665 1.1141 0.0525 4.6% 0.0075 0.7% 56% False False 8,533
60 1.1665 1.1129 0.0536 4.7% 0.0077 0.7% 57% False False 5,802
80 1.1665 1.0898 0.0767 6.7% 0.0077 0.7% 70% False False 4,382
100 1.1665 1.0865 0.0800 7.0% 0.0077 0.7% 71% False False 3,513
120 1.1665 1.0829 0.0836 7.3% 0.0071 0.6% 73% False False 2,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1691
2.618 1.1599
1.618 1.1542
1.000 1.1508
0.618 1.1486
HIGH 1.1451
0.618 1.1429
0.500 1.1423
0.382 1.1416
LOW 1.1395
0.618 1.1360
1.000 1.1338
1.618 1.1303
2.618 1.1247
4.250 1.1154
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 1.1432 1.1427
PP 1.1427 1.1418
S1 1.1423 1.1409

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

View Archives - Comment on this page... - Back to Index of Symbols