CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 1.1450 1.1087 -0.0363 -3.2% 1.1354
High 1.1455 1.1117 -0.0339 -3.0% 1.1458
Low 1.0947 1.1004 0.0057 0.5% 1.0947
Close 1.1156 1.1036 -0.0120 -1.1% 1.1156
Range 0.0508 0.0113 -0.0395 -77.8% 0.0511
ATR 0.0123 0.0125 0.0002 1.7% 0.0000
Volume 389,173 218,422 -170,751 -43.9% 963,668
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1391 1.1327 1.1098
R3 1.1278 1.1214 1.1067
R2 1.1165 1.1165 1.1057
R1 1.1101 1.1101 1.1046 1.1076
PP 1.1052 1.1052 1.1052 1.1040
S1 1.0988 1.0988 1.1026 1.0963
S2 1.0939 1.0939 1.1015
S3 1.0826 1.0875 1.1005
S4 1.0713 1.0762 1.0974
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.2718 1.2447 1.1436
R3 1.2208 1.1937 1.1296
R2 1.1697 1.1697 1.1249
R1 1.1426 1.1426 1.1202 1.1307
PP 1.1187 1.1187 1.1187 1.1127
S1 1.0916 1.0916 1.1109 1.0796
S2 1.0676 1.0676 1.1062
S3 1.0166 1.0405 1.1015
S4 0.9655 0.9895 1.0875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1458 1.0947 0.0511 4.6% 0.0188 1.7% 17% False False 208,168
10 1.1458 1.0947 0.0511 4.6% 0.0148 1.3% 17% False False 192,618
20 1.1458 1.0947 0.0511 4.6% 0.0118 1.1% 17% False False 140,808
40 1.1665 1.0947 0.0718 6.5% 0.0093 0.8% 12% False False 71,096
60 1.1665 1.0947 0.0718 6.5% 0.0088 0.8% 12% False False 47,519
80 1.1665 1.0898 0.0767 6.9% 0.0090 0.8% 18% False False 35,715
100 1.1665 1.0898 0.0767 6.9% 0.0086 0.8% 18% False False 28,582
120 1.1665 1.0829 0.0836 7.6% 0.0081 0.7% 25% False False 23,824
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1597
2.618 1.1412
1.618 1.1299
1.000 1.1230
0.618 1.1186
HIGH 1.1117
0.618 1.1073
0.500 1.1060
0.382 1.1047
LOW 1.1004
0.618 1.0934
1.000 1.0891
1.618 1.0821
2.618 1.0708
4.250 1.0523
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 1.1060 1.1202
PP 1.1052 1.1147
S1 1.1044 1.1091

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

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