CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 1.0827 1.0754 -0.0074 -0.7% 1.0790
High 1.0837 1.0796 -0.0041 -0.4% 1.0848
Low 1.0730 1.0731 0.0001 0.0% 1.0730
Close 1.0771 1.0771 0.0000 0.0% 1.0771
Range 0.0107 0.0065 -0.0042 -39.0% 0.0118
ATR 0.0096 0.0094 -0.0002 -2.3% 0.0000
Volume 923 1,104 181 19.6% 3,534
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.0961 1.0931 1.0806
R3 1.0896 1.0866 1.0788
R2 1.0831 1.0831 1.0782
R1 1.0801 1.0801 1.0776 1.0816
PP 1.0766 1.0766 1.0766 1.0773
S1 1.0736 1.0736 1.0765 1.0751
S2 1.0701 1.0701 1.0759
S3 1.0636 1.0671 1.0753
S4 1.0571 1.0606 1.0735
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.1137 1.1072 1.0835
R3 1.1019 1.0954 1.0803
R2 1.0901 1.0901 1.0792
R1 1.0836 1.0836 1.0781 1.0809
PP 1.0783 1.0783 1.0783 1.0770
S1 1.0718 1.0718 1.0760 1.0691
S2 1.0665 1.0665 1.0749
S3 1.0547 1.0600 1.0738
S4 1.0429 1.0482 1.0706
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0848 1.0730 0.0118 1.1% 0.0069 0.6% 34% False False 706
10 1.0848 1.0659 0.0189 1.8% 0.0081 0.8% 59% False False 674
20 1.0848 1.0428 0.0421 3.9% 0.0098 0.9% 82% False False 712
40 1.0964 1.0428 0.0536 5.0% 0.0100 0.9% 64% False False 657
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1072
2.618 1.0966
1.618 1.0901
1.000 1.0861
0.618 1.0836
HIGH 1.0796
0.618 1.0771
0.500 1.0764
0.382 1.0756
LOW 1.0731
0.618 1.0691
1.000 1.0666
1.618 1.0626
2.618 1.0561
4.250 1.0455
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 1.0768 1.0786
PP 1.0766 1.0781
S1 1.0764 1.0776

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

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