CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 1.0754 1.0781 0.0028 0.3% 1.0790
High 1.0796 1.0811 0.0015 0.1% 1.0848
Low 1.0731 1.0690 -0.0041 -0.4% 1.0730
Close 1.0771 1.0763 -0.0008 -0.1% 1.0771
Range 0.0065 0.0121 0.0056 85.4% 0.0118
ATR 0.0094 0.0096 0.0002 2.0% 0.0000
Volume 1,104 999 -105 -9.5% 3,534
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 1.1116 1.1060 1.0829
R3 1.0996 1.0940 1.0796
R2 1.0875 1.0875 1.0785
R1 1.0819 1.0819 1.0774 1.0787
PP 1.0755 1.0755 1.0755 1.0738
S1 1.0699 1.0699 1.0752 1.0666
S2 1.0634 1.0634 1.0741
S3 1.0514 1.0578 1.0730
S4 1.0393 1.0458 1.0697
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 1.0690 0.0158 1.5% 0.0080 0.7% 46% False True 824
10 1.0848 1.0659 0.0189 1.8% 0.0086 0.8% 55% False False 695
20 1.0848 1.0428 0.0421 3.9% 0.0100 0.9% 80% False False 742
40 1.0964 1.0428 0.0536 5.0% 0.0100 0.9% 63% False False 681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1323
2.618 1.1126
1.618 1.1005
1.000 1.0931
0.618 1.0885
HIGH 1.0811
0.618 1.0764
0.500 1.0750
0.382 1.0736
LOW 1.0690
0.618 1.0616
1.000 1.0570
1.618 1.0495
2.618 1.0375
4.250 1.0178
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 1.0759 1.0763
PP 1.0755 1.0763
S1 1.0750 1.0763

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

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