CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 1.0609 1.0670 0.0061 0.6% 1.0556
High 1.0666 1.0710 0.0044 0.4% 1.0699
Low 1.0595 1.0634 0.0039 0.4% 1.0428
Close 1.0661 1.0642 -0.0020 -0.2% 1.0616
Range 0.0071 0.0076 0.0005 7.1% 0.0272
ATR 0.0107 0.0105 -0.0002 -2.1% 0.0000
Volume 298 430 132 44.3% 4,170
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0888 1.0840 1.0683
R3 1.0813 1.0765 1.0662
R2 1.0737 1.0737 1.0655
R1 1.0689 1.0689 1.0648 1.0676
PP 1.0662 1.0662 1.0662 1.0655
S1 1.0614 1.0614 1.0635 1.0600
S2 1.0586 1.0586 1.0628
S3 1.0511 1.0538 1.0621
S4 1.0435 1.0463 1.0600
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.1395 1.1277 1.0765
R3 1.1124 1.1005 1.0690
R2 1.0852 1.0852 1.0665
R1 1.0734 1.0734 1.0640 1.0793
PP 1.0581 1.0581 1.0581 1.0610
S1 1.0462 1.0462 1.0591 1.0522
S2 1.0309 1.0309 1.0566
S3 1.0038 1.0191 1.0541
S4 0.9766 0.9919 1.0466
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0710 1.0476 0.0234 2.2% 0.0096 0.9% 71% True False 700
10 1.0740 1.0428 0.0313 2.9% 0.0101 0.9% 68% False False 608
20 1.0769 1.0428 0.0342 3.2% 0.0095 0.9% 63% False False 832
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1030
2.618 1.0907
1.618 1.0832
1.000 1.0785
0.618 1.0756
HIGH 1.0710
0.618 1.0681
0.500 1.0672
0.382 1.0663
LOW 1.0634
0.618 1.0587
1.000 1.0559
1.618 1.0512
2.618 1.0436
4.250 1.0313
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 1.0672 1.0652
PP 1.0662 1.0649
S1 1.0652 1.0645

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

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