CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 1.0743 1.0690 -0.0053 -0.5% 1.0665
High 1.0760 1.0753 -0.0007 -0.1% 1.0760
Low 1.0693 1.0687 -0.0006 -0.1% 1.0656
Close 1.0706 1.0726 0.0020 0.2% 1.0706
Range 0.0067 0.0066 -0.0002 -2.2% 0.0104
ATR 0.0067 0.0067 0.0000 -0.1% 0.0000
Volume 314 119 -195 -62.1% 1,317
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0918 1.0887 1.0762
R3 1.0853 1.0822 1.0744
R2 1.0787 1.0787 1.0738
R1 1.0756 1.0756 1.0732 1.0772
PP 1.0722 1.0722 1.0722 1.0729
S1 1.0691 1.0691 1.0719 1.0706
S2 1.0656 1.0656 1.0713
S3 1.0591 1.0625 1.0707
S4 1.0525 1.0560 1.0689
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.1019 1.0966 1.0763
R3 1.0915 1.0862 1.0734
R2 1.0811 1.0811 1.0725
R1 1.0758 1.0758 1.0715 1.0785
PP 1.0707 1.0707 1.0707 1.0720
S1 1.0654 1.0654 1.0696 1.0681
S2 1.0603 1.0603 1.0686
S3 1.0499 1.0550 1.0677
S4 1.0395 1.0446 1.0648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0760 1.0656 0.0104 1.0% 0.0061 0.6% 67% False False 287
10 1.0775 1.0656 0.0120 1.1% 0.0058 0.5% 59% False False 312
20 1.0999 1.0656 0.0343 3.2% 0.0062 0.6% 20% False False 357
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1031
2.618 1.0924
1.618 1.0858
1.000 1.0818
0.618 1.0793
HIGH 1.0753
0.618 1.0727
0.500 1.0720
0.382 1.0712
LOW 1.0687
0.618 1.0647
1.000 1.0622
1.618 1.0581
2.618 1.0516
4.250 1.0409
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 1.0724 1.0722
PP 1.0722 1.0719
S1 1.0720 1.0716

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

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