CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 1.0556 1.0509 -0.0048 -0.4% 1.0539
High 1.0575 1.0585 0.0010 0.1% 1.0740
Low 1.0428 1.0476 0.0049 0.5% 1.0473
Close 1.0499 1.0553 0.0054 0.5% 1.0627
Range 0.0148 0.0109 -0.0039 -26.1% 0.0267
ATR 0.0108 0.0108 0.0000 0.0% 0.0000
Volume 1,394 896 -498 -35.7% 1,185
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0865 1.0818 1.0612
R3 1.0756 1.0709 1.0582
R2 1.0647 1.0647 1.0572
R1 1.0600 1.0600 1.0562 1.0623
PP 1.0538 1.0538 1.0538 1.0550
S1 1.0491 1.0491 1.0543 1.0514
S2 1.0429 1.0429 1.0533
S3 1.0320 1.0382 1.0523
S4 1.0211 1.0273 1.0493
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 1.0428 0.0313 3.0% 0.0121 1.1% 40% False False 678
10 1.0740 1.0428 0.0313 3.0% 0.0088 0.8% 40% False False 550
20 1.0964 1.0428 0.0536 5.1% 0.0101 1.0% 23% False False 734
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1048
2.618 1.0870
1.618 1.0761
1.000 1.0694
0.618 1.0652
HIGH 1.0585
0.618 1.0543
0.500 1.0531
0.382 1.0518
LOW 1.0476
0.618 1.0409
1.000 1.0367
1.618 1.0300
2.618 1.0191
4.250 1.0013
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 1.0545 1.0584
PP 1.0538 1.0573
S1 1.0531 1.0563

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

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