CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 1.1154 1.1133 -0.0021 -0.2% 1.1087
High 1.1185 1.1200 0.0015 0.1% 1.1200
Low 1.1052 1.1102 0.0050 0.5% 1.1004
Close 1.1108 1.1165 0.0058 0.5% 1.1165
Range 0.0133 0.0098 -0.0035 -26.4% 0.0196
ATR 0.0122 0.0120 -0.0002 -1.4% 0.0000
Volume 220,001 129,733 -90,268 -41.0% 875,107
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1448 1.1404 1.1219
R3 1.1351 1.1307 1.1192
R2 1.1253 1.1253 1.1183
R1 1.1209 1.1209 1.1174 1.1231
PP 1.1156 1.1156 1.1156 1.1167
S1 1.1112 1.1112 1.1156 1.1134
S2 1.1058 1.1058 1.1147
S3 1.0961 1.1014 1.1138
S4 1.0863 1.0917 1.1111
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1711 1.1634 1.1273
R3 1.1515 1.1438 1.1219
R2 1.1319 1.1319 1.1201
R1 1.1242 1.1242 1.1183 1.1280
PP 1.1123 1.1123 1.1123 1.1142
S1 1.1046 1.1046 1.1147 1.1084
S2 1.0927 1.0927 1.1129
S3 1.0731 1.0850 1.1111
S4 1.0535 1.0654 1.1057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1200 1.1004 0.0196 1.8% 0.0105 0.9% 82% True False 175,021
10 1.1458 1.0947 0.0511 4.6% 0.0143 1.3% 43% False False 183,877
20 1.1458 1.0947 0.0511 4.6% 0.0116 1.0% 43% False False 171,405
40 1.1534 1.0947 0.0587 5.3% 0.0094 0.8% 37% False False 87,447
60 1.1665 1.0947 0.0718 6.4% 0.0090 0.8% 30% False False 58,444
80 1.1665 1.0898 0.0767 6.9% 0.0092 0.8% 35% False False 43,912
100 1.1665 1.0898 0.0767 6.9% 0.0086 0.8% 35% False False 35,147
120 1.1665 1.0865 0.0800 7.2% 0.0083 0.7% 38% False False 29,296
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1614
2.618 1.1455
1.618 1.1357
1.000 1.1297
0.618 1.1260
HIGH 1.1200
0.618 1.1162
0.500 1.1151
0.382 1.1139
LOW 1.1102
0.618 1.1042
1.000 1.1005
1.618 1.0944
2.618 1.0847
4.250 1.0688
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 1.1160 1.1152
PP 1.1156 1.1139
S1 1.1151 1.1126

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

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