CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 1.1514 1.1550 0.0036 0.3% 1.1274
High 1.1514 1.1550 0.0036 0.3% 1.1508
Low 1.1506 1.1477 -0.0029 -0.2% 1.1274
Close 1.1506 1.1477 -0.0029 -0.2% 1.1495
Range 0.0009 0.0073 0.0065 758.8% 0.0235
ATR 0.0064 0.0065 0.0001 1.0% 0.0000
Volume 1 1 0 0.0% 369
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.1720 1.1672 1.1517
R3 1.1647 1.1599 1.1497
R2 1.1574 1.1574 1.1490
R1 1.1526 1.1526 1.1484 1.1514
PP 1.1501 1.1501 1.1501 1.1495
S1 1.1453 1.1453 1.1470 1.1441
S2 1.1428 1.1428 1.1464
S3 1.1355 1.1380 1.1457
S4 1.1282 1.1307 1.1437
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.2129 1.2047 1.1624
R3 1.1895 1.1812 1.1559
R2 1.1660 1.1660 1.1538
R1 1.1578 1.1578 1.1516 1.1619
PP 1.1426 1.1426 1.1426 1.1446
S1 1.1343 1.1343 1.1474 1.1384
S2 1.1191 1.1191 1.1452
S3 1.0957 1.1109 1.1431
S4 1.0722 1.0874 1.1366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1550 1.1446 0.0105 0.9% 0.0042 0.4% 30% True False 22
10 1.1550 1.1274 0.0277 2.4% 0.0047 0.4% 74% True False 44
20 1.1550 1.0932 0.0619 5.4% 0.0059 0.5% 88% True False 30
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1860
2.618 1.1741
1.618 1.1668
1.000 1.1623
0.618 1.1595
HIGH 1.1550
0.618 1.1522
0.500 1.1514
0.382 1.1505
LOW 1.1477
0.618 1.1432
1.000 1.1404
1.618 1.1359
2.618 1.1286
4.250 1.1167
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 1.1514 1.1509
PP 1.1501 1.1498
S1 1.1489 1.1488

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

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