CME Euro FX (E) Future December 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 1.1486 1.1103 -0.0383 -3.3% 1.1390
High 1.1486 1.1142 -0.0344 -3.0% 1.1498
Low 1.0994 1.1038 0.0045 0.4% 1.0994
Close 1.1193 1.1072 -0.0121 -1.1% 1.1193
Range 0.0492 0.0104 -0.0389 -79.0% 0.0505
ATR 0.0112 0.0115 0.0003 2.7% 0.0000
Volume 1,475 342 -1,133 -76.8% 7,039
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.1394 1.1337 1.1129
R3 1.1291 1.1233 1.1100
R2 1.1187 1.1187 1.1091
R1 1.1130 1.1130 1.1081 1.1107
PP 1.1084 1.1084 1.1084 1.1072
S1 1.1026 1.1026 1.1063 1.1003
S2 1.0980 1.0980 1.1053
S3 1.0877 1.0923 1.1044
S4 1.0773 1.0819 1.1015
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.2742 1.2472 1.1470
R3 1.2237 1.1967 1.1331
R2 1.1733 1.1733 1.1285
R1 1.1463 1.1463 1.1239 1.1345
PP 1.1228 1.1228 1.1228 1.1169
S1 1.0958 1.0958 1.1146 1.0841
S2 1.0724 1.0724 1.1100
S3 1.0219 1.0454 1.1054
S4 0.9715 0.9949 1.0915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1498 1.0994 0.0505 4.6% 0.0177 1.6% 16% False False 1,202
10 1.1498 1.0994 0.0505 4.6% 0.0138 1.2% 16% False False 1,088
20 1.1498 1.0994 0.0505 4.6% 0.0106 1.0% 16% False False 647
40 1.1700 1.0994 0.0707 6.4% 0.0077 0.7% 11% False False 346
60 1.1700 1.0994 0.0707 6.4% 0.0063 0.6% 11% False False 237
80 1.1700 1.0932 0.0769 6.9% 0.0061 0.6% 18% False False 185
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1581
2.618 1.1412
1.618 1.1309
1.000 1.1245
0.618 1.1205
HIGH 1.1142
0.618 1.1102
0.500 1.1090
0.382 1.1078
LOW 1.1038
0.618 1.0974
1.000 1.0935
1.618 1.0871
2.618 1.0767
4.250 1.0598
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 1.1090 1.1246
PP 1.1084 1.1188
S1 1.1078 1.1130

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

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