CME Euro FX (E) Future September 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 1.1127 1.1090 -0.0037 -0.3% 1.1165
High 1.1138 1.1150 0.0012 0.1% 1.1216
Low 1.1081 1.1030 -0.0052 -0.5% 1.1030
Close 1.1084 1.1078 -0.0007 -0.1% 1.1078
Range 0.0057 0.0120 0.0064 112.4% 0.0187
ATR 0.0113 0.0114 0.0000 0.4% 0.0000
Volume 106,400 174,158 67,758 63.7% 608,098
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1446 1.1382 1.1144
R3 1.1326 1.1262 1.1111
R2 1.1206 1.1206 1.1100
R1 1.1142 1.1142 1.1089 1.1114
PP 1.1086 1.1086 1.1086 1.1072
S1 1.1022 1.1022 1.1067 1.0994
S2 1.0966 1.0966 1.1056
S3 1.0846 1.0902 1.1045
S4 1.0726 1.0782 1.1012
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 1.1667 1.1559 1.1180
R3 1.1481 1.1372 1.1129
R2 1.1294 1.1294 1.1112
R1 1.1186 1.1186 1.1095 1.1147
PP 1.1108 1.1108 1.1108 1.1088
S1 1.0999 1.0999 1.1060 1.0960
S2 1.0921 1.0921 1.1043
S3 1.0735 1.0813 1.1026
S4 1.0548 1.0626 1.0975
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1216 1.1030 0.0187 1.7% 0.0096 0.9% 26% False True 147,566
10 1.1455 1.0947 0.0508 4.6% 0.0142 1.3% 26% False False 187,237
20 1.1458 1.0947 0.0511 4.6% 0.0121 1.1% 26% False False 179,470
40 1.1473 1.0947 0.0526 4.7% 0.0098 0.9% 25% False False 102,597
60 1.1665 1.0947 0.0718 6.5% 0.0090 0.8% 18% False False 68,554
80 1.1665 1.0947 0.0718 6.5% 0.0089 0.8% 18% False False 51,502
100 1.1665 1.0898 0.0767 6.9% 0.0086 0.8% 23% False False 41,227
120 1.1665 1.0865 0.0800 7.2% 0.0085 0.8% 27% False False 34,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1660
2.618 1.1464
1.618 1.1344
1.000 1.1270
0.618 1.1224
HIGH 1.1150
0.618 1.1104
0.500 1.1090
0.382 1.1075
LOW 1.1030
0.618 1.0955
1.000 1.0910
1.618 1.0835
2.618 1.0715
4.250 1.0520
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 1.1090 1.1090
PP 1.1086 1.1086
S1 1.1082 1.1082

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

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