CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 1.0500 1.0490 -0.0011 -0.1% 1.0666
High 1.0515 1.0548 0.0033 0.3% 1.0769
Low 1.0450 1.0481 0.0031 0.3% 1.0464
Close 1.0487 1.0523 0.0036 0.3% 1.0531
Range 0.0065 0.0067 0.0002 2.3% 0.0305
ATR 0.0113 0.0110 -0.0003 -2.9% 0.0000
Volume 471 447 -24 -5.1% 8,352
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.0717 1.0686 1.0560
R3 1.0650 1.0620 1.0541
R2 1.0584 1.0584 1.0535
R1 1.0553 1.0553 1.0529 1.0569
PP 1.0517 1.0517 1.0517 1.0525
S1 1.0487 1.0487 1.0517 1.0502
S2 1.0451 1.0451 1.0511
S3 1.0384 1.0420 1.0505
S4 1.0318 1.0354 1.0486
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.1503 1.1322 1.0698
R3 1.1198 1.1017 1.0614
R2 1.0893 1.0893 1.0586
R1 1.0712 1.0712 1.0558 1.0650
PP 1.0588 1.0588 1.0588 1.0557
S1 1.0407 1.0407 1.0503 1.0345
S2 1.0283 1.0283 1.0475
S3 0.9978 1.0102 1.0447
S4 0.9673 0.9797 1.0363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0619 1.0450 0.0169 1.6% 0.0087 0.8% 43% False False 1,687
10 1.0964 1.0450 0.0514 4.9% 0.0113 1.1% 14% False False 986
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 0.0030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0830
2.618 1.0722
1.618 1.0655
1.000 1.0614
0.618 1.0589
HIGH 1.0548
0.618 1.0522
0.500 1.0514
0.382 1.0506
LOW 1.0481
0.618 1.0440
1.000 1.0415
1.618 1.0373
2.618 1.0307
4.250 1.0198
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 1.0520 1.0519
PP 1.0517 1.0516
S1 1.0514 1.0512

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

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