CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 1.1326 1.1245 -0.0082 -0.7% 1.1408
High 1.1336 1.1338 0.0002 0.0% 1.1454
Low 1.1227 1.1228 0.0001 0.0% 1.1283
Close 1.1242 1.1303 0.0061 0.5% 1.1298
Range 0.0109 0.0110 0.0001 0.9% 0.0171
ATR 0.0082 0.0084 0.0002 2.5% 0.0000
Volume 175,765 167,165 -8,600 -4.9% 692,698
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1620 1.1571 1.1363
R3 1.1510 1.1461 1.1333
R2 1.1400 1.1400 1.1323
R1 1.1351 1.1351 1.1313 1.1375
PP 1.1290 1.1290 1.1290 1.1302
S1 1.1241 1.1241 1.1292 1.1265
S2 1.1180 1.1180 1.1282
S3 1.1070 1.1131 1.1272
S4 1.0960 1.1021 1.1242
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1856 1.1748 1.1392
R3 1.1686 1.1577 1.1345
R2 1.1515 1.1515 1.1329
R1 1.1407 1.1407 1.1314 1.1376
PP 1.1345 1.1345 1.1345 1.1329
S1 1.1236 1.1236 1.1282 1.1205
S2 1.1174 1.1174 1.1267
S3 1.1004 1.1066 1.1251
S4 1.0833 1.0895 1.1204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1454 1.1227 0.0227 2.0% 0.0096 0.8% 33% False False 184,829
10 1.1454 1.1180 0.0274 2.4% 0.0095 0.8% 45% False False 121,403
20 1.1454 1.1141 0.0313 2.8% 0.0081 0.7% 52% False False 62,366
40 1.1665 1.1141 0.0525 4.6% 0.0078 0.7% 31% False False 31,614
60 1.1665 1.1141 0.0525 4.6% 0.0077 0.7% 31% False False 21,177
80 1.1665 1.0898 0.0767 6.8% 0.0080 0.7% 53% False False 15,933
100 1.1665 1.0892 0.0773 6.8% 0.0079 0.7% 53% False False 12,752
120 1.1665 1.0829 0.0836 7.4% 0.0073 0.6% 57% False False 10,630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1806
2.618 1.1626
1.618 1.1516
1.000 1.1448
0.618 1.1406
HIGH 1.1338
0.618 1.1296
0.500 1.1283
0.382 1.1270
LOW 1.1228
0.618 1.1160
1.000 1.1118
1.618 1.1050
2.618 1.0940
4.250 1.0761
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 1.1296 1.1296
PP 1.1290 1.1290
S1 1.1283 1.1284

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

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