CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 1.1146 1.1200 0.0054 0.5% 1.1209
High 1.1203 1.1213 0.0010 0.1% 1.1299
Low 1.1139 1.1172 0.0034 0.3% 1.1133
Close 1.1194 1.1178 -0.0016 -0.1% 1.1194
Range 0.0064 0.0041 -0.0024 -36.7% 0.0166
ATR 0.0073 0.0070 -0.0002 -3.2% 0.0000
Volume 66,378 8,516 -57,862 -87.2% 1,166,326
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1309 1.1284 1.1200
R3 1.1269 1.1244 1.1189
R2 1.1228 1.1228 1.1185
R1 1.1203 1.1203 1.1182 1.1195
PP 1.1188 1.1188 1.1188 1.1184
S1 1.1163 1.1163 1.1174 1.1155
S2 1.1147 1.1147 1.1171
S3 1.1107 1.1122 1.1167
S4 1.1066 1.1082 1.1156
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1707 1.1616 1.1285
R3 1.1541 1.1450 1.1240
R2 1.1375 1.1375 1.1224
R1 1.1284 1.1284 1.1209 1.1247
PP 1.1209 1.1209 1.1209 1.1190
S1 1.1118 1.1118 1.1179 1.1081
S2 1.1043 1.1043 1.1164
S3 1.0877 1.0952 1.1148
S4 1.0711 1.0786 1.1103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1299 1.1133 0.0166 1.5% 0.0069 0.6% 27% False False 200,872
10 1.1299 1.1133 0.0166 1.5% 0.0063 0.6% 27% False False 202,588
20 1.1299 1.1120 0.0179 1.6% 0.0069 0.6% 32% False False 194,015
40 1.1299 1.0849 0.0451 4.0% 0.0074 0.7% 73% False False 192,768
60 1.1299 1.0605 0.0695 6.2% 0.0071 0.6% 83% False False 181,961
80 1.1299 1.0548 0.0752 6.7% 0.0072 0.6% 84% False False 170,327
100 1.1299 1.0548 0.0752 6.7% 0.0074 0.7% 84% False False 136,517
120 1.1299 1.0428 0.0872 7.8% 0.0077 0.7% 86% False False 113,869
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1385
2.618 1.1319
1.618 1.1278
1.000 1.1253
0.618 1.1238
HIGH 1.1213
0.618 1.1197
0.500 1.1192
0.382 1.1187
LOW 1.1172
0.618 1.1147
1.000 1.1132
1.618 1.1106
2.618 1.1066
4.250 1.1000
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 1.1192 1.1181
PP 1.1188 1.1180
S1 1.1183 1.1179

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

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