CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 1.1096 1.1127 0.0031 0.3% 1.1087
High 1.1143 1.1138 -0.0006 0.0% 1.1200
Low 1.1060 1.1081 0.0022 0.2% 1.1004
Close 1.1134 1.1084 -0.0050 -0.4% 1.1165
Range 0.0084 0.0057 -0.0027 -32.3% 0.0196
ATR 0.0118 0.0113 -0.0004 -3.7% 0.0000
Volume 144,979 106,400 -38,579 -26.6% 875,107
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1270 1.1234 1.1115
R3 1.1214 1.1177 1.1100
R2 1.1157 1.1157 1.1094
R1 1.1121 1.1121 1.1089 1.1111
PP 1.1101 1.1101 1.1101 1.1096
S1 1.1064 1.1064 1.1079 1.1054
S2 1.1044 1.1044 1.1074
S3 1.0988 1.1008 1.1068
S4 1.0931 1.0951 1.1053
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 1.1216 1.1052 0.0164 1.5% 0.0099 0.9% 20% False False 156,734
10 1.1458 1.0947 0.0511 4.6% 0.0140 1.3% 27% False False 185,762
20 1.1458 1.0947 0.0511 4.6% 0.0121 1.1% 27% False False 179,901
40 1.1492 1.0947 0.0545 4.9% 0.0097 0.9% 25% False False 98,264
60 1.1665 1.0947 0.0718 6.5% 0.0090 0.8% 19% False False 65,656
80 1.1665 1.0947 0.0718 6.5% 0.0088 0.8% 19% False False 49,326
100 1.1665 1.0898 0.0767 6.9% 0.0086 0.8% 24% False False 39,486
120 1.1665 1.0865 0.0800 7.2% 0.0084 0.8% 27% False False 32,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1378
2.618 1.1285
1.618 1.1229
1.000 1.1194
0.618 1.1172
HIGH 1.1138
0.618 1.1116
0.500 1.1109
0.382 1.1103
LOW 1.1081
0.618 1.1046
1.000 1.1025
1.618 1.0990
2.618 1.0933
4.250 1.0841
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 1.1109 1.1138
PP 1.1101 1.1120
S1 1.1092 1.1102

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

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