CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 1.0670 1.0635 -0.0035 -0.3% 1.0556
High 1.0710 1.0704 -0.0006 -0.1% 1.0699
Low 1.0634 1.0536 -0.0099 -0.9% 1.0428
Close 1.0642 1.0659 0.0017 0.2% 1.0616
Range 0.0076 0.0169 0.0093 123.2% 0.0272
ATR 0.0105 0.0109 0.0005 4.4% 0.0000
Volume 430 1,028 598 139.1% 4,170
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.1138 1.1067 1.0751
R3 1.0970 1.0898 1.0705
R2 1.0801 1.0801 1.0689
R1 1.0730 1.0730 1.0674 1.0766
PP 1.0633 1.0633 1.0633 1.0651
S1 1.0561 1.0561 1.0643 1.0597
S2 1.0464 1.0464 1.0628
S3 1.0296 1.0393 1.0612
S4 1.0127 1.0224 1.0566
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 1.0536 0.0174 1.6% 0.0107 1.0% 71% False True 727
10 1.0740 1.0428 0.0313 2.9% 0.0114 1.1% 74% False False 702
20 1.0769 1.0428 0.0342 3.2% 0.0098 0.9% 68% False False 878
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 0.0022
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.1420
2.618 1.1145
1.618 1.0977
1.000 1.0873
0.618 1.0808
HIGH 1.0704
0.618 1.0640
0.500 1.0620
0.382 1.0600
LOW 1.0536
0.618 1.0431
1.000 1.0367
1.618 1.0263
2.618 1.0094
4.250 0.9819
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 1.0646 1.0647
PP 1.0633 1.0635
S1 1.0620 1.0623

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

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