CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 08-Feb-2017
Day Change Summary
Previous Current
07-Feb-2017 08-Feb-2017 Change Change % Previous Week
Open 1.0811 1.0740 -0.0071 -0.7% 1.0781
High 1.0813 1.0777 -0.0036 -0.3% 1.0894
Low 1.0720 1.0704 -0.0016 -0.1% 1.0690
Close 1.0759 1.0749 -0.0011 -0.1% 1.0832
Range 0.0093 0.0073 -0.0020 -21.6% 0.0204
ATR 0.0093 0.0092 -0.0001 -1.6% 0.0000
Volume 1,127 1,608 481 42.7% 5,082
Daily Pivots for day following 08-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0961 1.0927 1.0788
R3 1.0888 1.0855 1.0768
R2 1.0816 1.0816 1.0762
R1 1.0782 1.0782 1.0755 1.0799
PP 1.0743 1.0743 1.0743 1.0751
S1 1.0710 1.0710 1.0742 1.0726
S2 1.0671 1.0671 1.0735
S3 1.0598 1.0637 1.0729
S4 1.0526 1.0565 1.0709
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 1.0704 0.0190 1.8% 0.0081 0.8% 23% False True 1,134
10 1.0894 1.0690 0.0204 1.9% 0.0090 0.8% 29% False False 1,085
20 1.0894 1.0536 0.0358 3.3% 0.0091 0.8% 59% False False 864
40 1.0894 1.0428 0.0466 4.3% 0.0093 0.9% 69% False False 848
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1085
2.618 1.0966
1.618 1.0894
1.000 1.0849
0.618 1.0821
HIGH 1.0777
0.618 1.0749
0.500 1.0740
0.382 1.0732
LOW 1.0704
0.618 1.0659
1.000 1.0632
1.618 1.0587
2.618 1.0514
4.250 1.0396
Fisher Pivots for day following 08-Feb-2017
Pivot 1 day 3 day
R1 1.0746 1.0778
PP 1.0743 1.0768
S1 1.0740 1.0758

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

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