CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 07-Feb-2017
Day Change Summary
Previous Current
06-Feb-2017 07-Feb-2017 Change Change % Previous Week
Open 1.0845 1.0811 -0.0034 -0.3% 1.0781
High 1.0853 1.0813 -0.0040 -0.4% 1.0894
Low 1.0771 1.0720 -0.0051 -0.5% 1.0690
Close 1.0813 1.0759 -0.0054 -0.5% 1.0832
Range 0.0082 0.0093 0.0011 12.8% 0.0204
ATR 0.0093 0.0093 0.0000 0.0% 0.0000
Volume 1,009 1,127 118 11.7% 5,082
Daily Pivots for day following 07-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.1041 1.0993 1.0810
R3 1.0949 1.0900 1.0784
R2 1.0856 1.0856 1.0776
R1 1.0808 1.0808 1.0767 1.0786
PP 1.0764 1.0764 1.0764 1.0753
S1 1.0715 1.0715 1.0751 1.0693
S2 1.0671 1.0671 1.0742
S3 1.0579 1.0623 1.0734
S4 1.0486 1.0530 1.0708
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.1416 1.1327 1.0944
R3 1.1212 1.1124 1.0888
R2 1.1009 1.1009 1.0869
R1 1.0920 1.0920 1.0851 1.0965
PP 1.0805 1.0805 1.0805 1.0827
S1 1.0717 1.0717 1.0813 1.0761
S2 1.0602 1.0602 1.0795
S3 1.0398 1.0513 1.0776
S4 1.0195 1.0310 1.0720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0894 1.0720 0.0174 1.6% 0.0082 0.8% 22% False True 952
10 1.0894 1.0690 0.0204 1.9% 0.0088 0.8% 34% False False 972
20 1.0894 1.0536 0.0358 3.3% 0.0091 0.8% 62% False False 805
40 1.0894 1.0428 0.0466 4.3% 0.0093 0.9% 71% False False 813
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1206
2.618 1.1055
1.618 1.0962
1.000 1.0905
0.618 1.0870
HIGH 1.0813
0.618 1.0777
0.500 1.0766
0.382 1.0755
LOW 1.0720
0.618 1.0663
1.000 1.0628
1.618 1.0570
2.618 1.0478
4.250 1.0327
Fisher Pivots for day following 07-Feb-2017
Pivot 1 day 3 day
R1 1.0766 1.0791
PP 1.0764 1.0780
S1 1.0761 1.0770

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

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