CME Euro FX (E) Future March 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 1.0655 1.0683 0.0028 0.3% 1.0650
High 1.0700 1.0733 0.0033 0.3% 1.0745
Low 1.0612 1.0647 0.0036 0.3% 1.0604
Close 1.0682 1.0730 0.0048 0.4% 1.0730
Range 0.0089 0.0086 -0.0003 -3.4% 0.0142
ATR 0.0108 0.0106 -0.0002 -1.5% 0.0000
Volume 241,553 193,044 -48,509 -20.1% 915,375
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0960 1.0930 1.0777
R3 1.0874 1.0845 1.0754
R2 1.0789 1.0789 1.0746
R1 1.0759 1.0759 1.0738 1.0774
PP 1.0703 1.0703 1.0703 1.0711
S1 1.0674 1.0674 1.0722 1.0689
S2 1.0618 1.0618 1.0714
S3 1.0532 1.0588 1.0706
S4 1.0447 1.0503 1.0683
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.1117 1.1065 1.0808
R3 1.0976 1.0924 1.0769
R2 1.0834 1.0834 1.0756
R1 1.0782 1.0782 1.0743 1.0808
PP 1.0693 1.0693 1.0693 1.0706
S1 1.0641 1.0641 1.0717 1.0667
S2 1.0551 1.0551 1.0704
S3 1.0410 1.0499 1.0691
S4 1.0268 1.0358 1.0652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0745 1.0604 0.0142 1.3% 0.0096 0.9% 89% False False 220,133
10 1.0745 1.0481 0.0265 2.5% 0.0102 0.9% 94% False False 219,896
20 1.0745 1.0374 0.0372 3.5% 0.0100 0.9% 96% False False 187,531
40 1.0924 1.0374 0.0550 5.1% 0.0108 1.0% 65% False False 128,411
60 1.1361 1.0374 0.0987 9.2% 0.0105 1.0% 36% False False 86,169
80 1.1361 1.0374 0.0987 9.2% 0.0096 0.9% 36% False False 64,974
Crabel Price Patterns
NR True
NR4 False
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1096
2.618 1.0956
1.618 1.0871
1.000 1.0818
0.618 1.0785
HIGH 1.0733
0.618 1.0700
0.500 1.0690
0.382 1.0680
LOW 1.0647
0.618 1.0594
1.000 1.0562
1.618 1.0509
2.618 1.0423
4.250 1.0284
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 1.0717 1.0711
PP 1.0703 1.0693
S1 1.0690 1.0674

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

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