CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 1.1299 1.1268 -0.0032 -0.3% 1.1285
High 1.1333 1.1334 0.0001 0.0% 1.1342
Low 1.1169 1.1259 0.0090 0.8% 1.1169
Close 1.1276 1.1307 0.0032 0.3% 1.1307
Range 0.0164 0.0075 -0.0089 -54.4% 0.0173
ATR 0.0089 0.0088 -0.0001 -1.2% 0.0000
Volume 252,019 149,148 -102,871 -40.8% 896,633
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1523 1.1490 1.1348
R3 1.1449 1.1415 1.1327
R2 1.1374 1.1374 1.1321
R1 1.1341 1.1341 1.1314 1.1358
PP 1.1300 1.1300 1.1300 1.1308
S1 1.1266 1.1266 1.1300 1.1283
S2 1.1225 1.1225 1.1293
S3 1.1151 1.1192 1.1287
S4 1.1076 1.1117 1.1266
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1790 1.1721 1.1402
R3 1.1618 1.1549 1.1354
R2 1.1445 1.1445 1.1339
R1 1.1376 1.1376 1.1323 1.1411
PP 1.1273 1.1273 1.1273 1.1290
S1 1.1204 1.1204 1.1291 1.1238
S2 1.1100 1.1100 1.1275
S3 1.0928 1.1031 1.1260
S4 1.0755 1.0859 1.1212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1342 1.1169 0.0173 1.5% 0.0106 0.9% 80% False False 179,326
10 1.1454 1.1169 0.0285 2.5% 0.0088 0.8% 49% False False 158,933
20 1.1454 1.1141 0.0313 2.8% 0.0085 0.8% 53% False False 82,205
40 1.1665 1.1141 0.0525 4.6% 0.0079 0.7% 32% False False 41,626
60 1.1665 1.1141 0.0525 4.6% 0.0079 0.7% 32% False False 27,854
80 1.1665 1.0898 0.0767 6.8% 0.0083 0.7% 53% False False 20,947
100 1.1665 1.0892 0.0773 6.8% 0.0081 0.7% 54% False False 16,763
120 1.1665 1.0829 0.0836 7.4% 0.0074 0.7% 57% False False 13,973
Crabel Price Patterns
NR True
NR4 True
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1650
2.618 1.1529
1.618 1.1454
1.000 1.1408
0.618 1.1380
HIGH 1.1334
0.618 1.1305
0.500 1.1296
0.382 1.1287
LOW 1.1259
0.618 1.1213
1.000 1.1185
1.618 1.1138
2.618 1.1064
4.250 1.0942
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 1.1303 1.1289
PP 1.1300 1.1271
S1 1.1296 1.1254

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

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