CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 1.1236 1.1414 0.0178 1.6% 1.1225
High 1.1450 1.1458 0.0008 0.1% 1.1450
Low 1.1227 1.1414 0.0187 1.7% 1.1202
Close 1.1425 1.1454 0.0029 0.3% 1.1425
Range 0.0223 0.0044 -0.0180 -80.5% 0.0249
ATR 0.0068 0.0066 -0.0002 -2.5% 0.0000
Volume 554 177 -377 -68.1% 682
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1572 1.1557 1.1478
R3 1.1529 1.1513 1.1466
R2 1.1485 1.1485 1.1462
R1 1.1470 1.1470 1.1458 1.1478
PP 1.1442 1.1442 1.1442 1.1446
S1 1.1426 1.1426 1.1450 1.1434
S2 1.1398 1.1398 1.1446
S3 1.1355 1.1383 1.1442
S4 1.1311 1.1339 1.1430
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.2104 1.2013 1.1562
R3 1.1856 1.1765 1.1493
R2 1.1607 1.1607 1.1471
R1 1.1516 1.1516 1.1448 1.1562
PP 1.1359 1.1359 1.1359 1.1382
S1 1.1268 1.1268 1.1402 1.1313
S2 1.1110 1.1110 1.1379
S3 1.0862 1.1019 1.1357
S4 1.0613 1.0771 1.1288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1458 1.1202 0.0256 2.2% 0.0089 0.8% 99% True False 171
10 1.1458 1.1200 0.0258 2.2% 0.0064 0.6% 99% True False 104
20 1.1522 1.1200 0.0322 2.8% 0.0053 0.5% 79% False False 79
40 1.1700 1.1200 0.0500 4.4% 0.0048 0.4% 51% False False 51
60 1.1700 1.1200 0.0500 4.4% 0.0045 0.4% 51% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1642
2.618 1.1571
1.618 1.1528
1.000 1.1501
0.618 1.1484
HIGH 1.1458
0.618 1.1441
0.500 1.1436
0.382 1.1431
LOW 1.1414
0.618 1.1387
1.000 1.1371
1.618 1.1344
2.618 1.1300
4.250 1.1229
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 1.1448 1.1417
PP 1.1442 1.1380
S1 1.1436 1.1342

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

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