CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 1.0610 1.0582 -0.0028 -0.3% 1.0501
High 1.0656 1.0651 -0.0005 0.0% 1.0660
Low 1.0579 1.0481 -0.0099 -0.9% 1.0374
Close 1.0587 1.0604 0.0017 0.2% 1.0561
Range 0.0077 0.0170 0.0094 122.2% 0.0286
ATR 0.0107 0.0111 0.0005 4.3% 0.0000
Volume 168,448 312,235 143,787 85.4% 937,713
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.1088 1.1016 1.0697
R3 1.0918 1.0846 1.0650
R2 1.0748 1.0748 1.0635
R1 1.0676 1.0676 1.0619 1.0712
PP 1.0578 1.0578 1.0578 1.0596
S1 1.0506 1.0506 1.0588 1.0542
S2 1.0408 1.0408 1.0572
S3 1.0238 1.0336 1.0557
S4 1.0068 1.0166 1.0510
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.1389 1.1261 1.0718
R3 1.1103 1.0975 1.0640
R2 1.0817 1.0817 1.0613
R1 1.0689 1.0689 1.0587 1.0753
PP 1.0531 1.0531 1.0531 1.0563
S1 1.0403 1.0403 1.0535 1.0467
S2 1.0245 1.0245 1.0509
S3 0.9959 1.0117 1.0482
S4 0.9673 0.9831 1.0404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0660 1.0481 0.0179 1.7% 0.0112 1.1% 69% False True 225,720
10 1.0694 1.0374 0.0320 3.0% 0.0118 1.1% 72% False False 201,158
20 1.0718 1.0374 0.0345 3.2% 0.0101 1.0% 67% False False 174,355
40 1.0924 1.0374 0.0550 5.2% 0.0108 1.0% 42% False False 94,920
60 1.1361 1.0374 0.0987 9.3% 0.0101 1.0% 23% False False 63,748
80 1.1363 1.0374 0.0990 9.3% 0.0093 0.9% 23% False False 48,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1373
2.618 1.1096
1.618 1.0926
1.000 1.0821
0.618 1.0756
HIGH 1.0651
0.618 1.0586
0.500 1.0566
0.382 1.0545
LOW 1.0481
0.618 1.0375
1.000 1.0311
1.618 1.0205
2.618 1.0035
4.250 0.9758
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 1.0591 1.0592
PP 1.0578 1.0580
S1 1.0566 1.0568

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

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