CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 1.0493 1.0447 -0.0046 -0.4% 1.0595
High 1.0526 1.0464 -0.0062 -0.6% 1.0718
Low 1.0439 1.0398 -0.0041 -0.4% 1.0413
Close 1.0449 1.0436 -0.0014 -0.1% 1.0479
Range 0.0087 0.0066 -0.0021 -23.7% 0.0306
ATR 0.0116 0.0113 -0.0004 -3.1% 0.0000
Volume 154,407 148,136 -6,271 -4.1% 893,109
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0631 1.0599 1.0472
R3 1.0565 1.0533 1.0454
R2 1.0499 1.0499 1.0448
R1 1.0467 1.0467 1.0442 1.0450
PP 1.0433 1.0433 1.0433 1.0424
S1 1.0401 1.0401 1.0429 1.0384
S2 1.0367 1.0367 1.0423
S3 1.0301 1.0335 1.0417
S4 1.0235 1.0269 1.0399
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.1453 1.1271 1.0647
R3 1.1147 1.0966 1.0563
R2 1.0842 1.0842 1.0535
R1 1.0660 1.0660 1.0507 1.0598
PP 1.0536 1.0536 1.0536 1.0505
S1 1.0355 1.0355 1.0450 1.0293
S2 1.0231 1.0231 1.0422
S3 0.9925 1.0049 1.0394
S4 0.9620 0.9744 1.0310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0718 1.0398 0.0320 3.1% 0.0113 1.1% 12% False True 195,502
10 1.0924 1.0398 0.0526 5.0% 0.0119 1.1% 7% False True 130,060
20 1.0924 1.0398 0.0526 5.0% 0.0117 1.1% 7% False True 69,291
40 1.1361 1.0398 0.0963 9.2% 0.0107 1.0% 4% False True 35,489
60 1.1361 1.0398 0.0963 9.2% 0.0094 0.9% 4% False True 24,122
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 0.0031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0745
2.618 1.0637
1.618 1.0571
1.000 1.0530
0.618 1.0505
HIGH 1.0464
0.618 1.0439
0.500 1.0431
0.382 1.0423
LOW 1.0398
0.618 1.0357
1.000 1.0332
1.618 1.0291
2.618 1.0225
4.250 1.0118
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 1.0434 1.0462
PP 1.0433 1.0453
S1 1.0431 1.0444

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

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