CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 1.0437 1.0470 0.0033 0.3% 1.0595
High 1.0497 1.0544 0.0047 0.4% 1.0718
Low 1.0428 1.0468 0.0040 0.4% 1.0413
Close 1.0472 1.0479 0.0008 0.1% 1.0479
Range 0.0069 0.0076 0.0008 10.9% 0.0306
ATR 0.0110 0.0107 -0.0002 -2.2% 0.0000
Volume 119,956 140,543 20,587 17.2% 893,109
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0725 1.0678 1.0521
R3 1.0649 1.0602 1.0500
R2 1.0573 1.0573 1.0493
R1 1.0526 1.0526 1.0486 1.0549
PP 1.0497 1.0497 1.0497 1.0508
S1 1.0450 1.0450 1.0472 1.0473
S2 1.0421 1.0421 1.0465
S3 1.0345 1.0374 1.0458
S4 1.0269 1.0298 1.0437
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 1.0544 1.0398 0.0146 1.4% 0.0074 0.7% 56% True False 155,647
10 1.0718 1.0398 0.0320 3.1% 0.0100 1.0% 25% False False 151,096
20 1.0924 1.0398 0.0526 5.0% 0.0115 1.1% 15% False False 81,974
40 1.1361 1.0398 0.0963 9.2% 0.0108 1.0% 8% False False 41,942
60 1.1361 1.0398 0.0963 9.2% 0.0095 0.9% 8% False False 28,390
80 1.1416 1.0398 0.1018 9.7% 0.0087 0.8% 8% False False 21,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0867
2.618 1.0742
1.618 1.0666
1.000 1.0620
0.618 1.0590
HIGH 1.0544
0.618 1.0514
0.500 1.0506
0.382 1.0497
LOW 1.0468
0.618 1.0421
1.000 1.0392
1.618 1.0345
2.618 1.0269
4.250 1.0145
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 1.0506 1.0476
PP 1.0497 1.0474
S1 1.0488 1.0471

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

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