CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 1.0650 1.0736 0.0086 0.8% 1.0560
High 1.0745 1.0737 -0.0008 -0.1% 1.0711
Low 1.0604 1.0653 0.0049 0.5% 1.0481
Close 1.0734 1.0692 -0.0043 -0.4% 1.0668
Range 0.0142 0.0085 -0.0057 -40.3% 0.0230
ATR 0.0111 0.0109 -0.0002 -1.7% 0.0000
Volume 313,999 166,779 -147,220 -46.9% 1,067,927
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0947 1.0904 1.0738
R3 1.0863 1.0819 1.0715
R2 1.0778 1.0778 1.0707
R1 1.0735 1.0735 1.0699 1.0714
PP 1.0694 1.0694 1.0694 1.0683
S1 1.0650 1.0650 1.0684 1.0630
S2 1.0609 1.0609 1.0676
S3 1.0525 1.0566 1.0668
S4 1.0440 1.0481 1.0645
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.1310 1.1219 1.0795
R3 1.1080 1.0989 1.0731
R2 1.0850 1.0850 1.0710
R1 1.0759 1.0759 1.0689 1.0804
PP 1.0620 1.0620 1.0620 1.0642
S1 1.0529 1.0529 1.0647 1.0574
S2 1.0390 1.0390 1.0626
S3 1.0160 1.0299 1.0605
S4 0.9930 1.0069 1.0542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0745 1.0481 0.0265 2.5% 0.0118 1.1% 80% False False 245,901
10 1.0745 1.0422 0.0323 3.0% 0.0109 1.0% 83% False False 224,358
20 1.0745 1.0374 0.0372 3.5% 0.0099 0.9% 86% False False 180,928
40 1.0924 1.0374 0.0550 5.1% 0.0107 1.0% 58% False False 117,641
60 1.1361 1.0374 0.0987 9.2% 0.0104 1.0% 32% False False 78,966
80 1.1363 1.0374 0.0990 9.3% 0.0095 0.9% 32% False False 59,606
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1096
2.618 1.0958
1.618 1.0874
1.000 1.0822
0.618 1.0789
HIGH 1.0737
0.618 1.0705
0.500 1.0695
0.382 1.0685
LOW 1.0653
0.618 1.0600
1.000 1.0568
1.618 1.0516
2.618 1.0431
4.250 1.0293
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 1.0695 1.0686
PP 1.0694 1.0680
S1 1.0693 1.0674

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

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