CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 1.0510 1.0578 0.0068 0.6% 1.0539
High 1.0582 1.0740 0.0158 1.5% 1.0740
Low 1.0504 1.0573 0.0069 0.7% 1.0473
Close 1.0574 1.0627 0.0053 0.5% 1.0627
Range 0.0079 0.0168 0.0089 113.4% 0.0267
ATR 0.0096 0.0101 0.0005 5.3% 0.0000
Volume 390 505 115 29.5% 1,185
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.1149 1.1055 1.0719
R3 1.0981 1.0888 1.0673
R2 1.0814 1.0814 1.0657
R1 1.0720 1.0720 1.0642 1.0767
PP 1.0646 1.0646 1.0646 1.0670
S1 1.0553 1.0553 1.0611 1.0600
S2 1.0479 1.0479 1.0596
S3 1.0311 1.0385 1.0580
S4 1.0144 1.0218 1.0534
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 1.1414 1.1287 1.0773
R3 1.1147 1.1020 1.0700
R2 1.0880 1.0880 1.0675
R1 1.0753 1.0753 1.0651 1.0817
PP 1.0613 1.0613 1.0613 1.0645
S1 1.0486 1.0486 1.0602 1.0550
S2 1.0346 1.0346 1.0578
S3 1.0079 1.0219 1.0553
S4 0.9812 0.9952 1.0480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0740 1.0473 0.0267 2.5% 0.0084 0.8% 57% True False 276
10 1.0740 1.0450 0.0290 2.7% 0.0078 0.7% 61% True False 934
20 1.0964 1.0450 0.0514 4.8% 0.0104 1.0% 34% False False 642
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 0.0012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1452
2.618 1.1179
1.618 1.1011
1.000 1.0908
0.618 1.0844
HIGH 1.0740
0.618 1.0676
0.500 1.0656
0.382 1.0636
LOW 1.0573
0.618 1.0469
1.000 1.0405
1.618 1.0301
2.618 1.0134
4.250 0.9861
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 1.0656 1.0620
PP 1.0646 1.0613
S1 1.0636 1.0607

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

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