CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 1.0509 1.0570 0.0061 0.6% 1.0539
High 1.0585 1.0699 0.0114 1.1% 1.0740
Low 1.0476 1.0566 0.0090 0.9% 1.0473
Close 1.0553 1.0677 0.0124 1.2% 1.0627
Range 0.0109 0.0133 0.0024 22.0% 0.0267
ATR 0.0108 0.0111 0.0003 2.5% 0.0000
Volume 896 1,017 121 13.5% 1,185
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.1046 1.0994 1.0750
R3 1.0913 1.0861 1.0713
R2 1.0780 1.0780 1.0701
R1 1.0728 1.0728 1.0689 1.0754
PP 1.0647 1.0647 1.0647 1.0660
S1 1.0595 1.0595 1.0664 1.0621
S2 1.0514 1.0514 1.0652
S3 1.0381 1.0462 1.0640
S4 1.0248 1.0329 1.0603
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 2.9% 0.0127 1.2% 80% False False 840
10 1.0740 1.0428 0.0313 2.9% 0.0095 0.9% 80% False False 605
20 1.0964 1.0428 0.0536 5.0% 0.0103 1.0% 46% False False 775
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1264
2.618 1.1047
1.618 1.0914
1.000 1.0832
0.618 1.0781
HIGH 1.0699
0.618 1.0648
0.500 1.0633
0.382 1.0617
LOW 1.0566
0.618 1.0484
1.000 1.0433
1.618 1.0351
2.618 1.0218
4.250 1.0001
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 1.0662 1.0639
PP 1.0647 1.0601
S1 1.0633 1.0563

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

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