CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 09-Feb-2017
Day Change Summary
Previous Current
08-Feb-2017 09-Feb-2017 Change Change % Previous Week
Open 1.0740 1.0746 0.0006 0.1% 1.0781
High 1.0777 1.0770 -0.0007 -0.1% 1.0894
Low 1.0704 1.0712 0.0008 0.1% 1.0690
Close 1.0749 1.0720 -0.0029 -0.3% 1.0832
Range 0.0073 0.0059 -0.0014 -19.3% 0.0204
ATR 0.0092 0.0089 -0.0002 -2.6% 0.0000
Volume 1,608 1,012 -596 -37.1% 5,082
Daily Pivots for day following 09-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0909 1.0873 1.0752
R3 1.0851 1.0814 1.0736
R2 1.0792 1.0792 1.0730
R1 1.0756 1.0756 1.0725 1.0745
PP 1.0734 1.0734 1.0734 1.0728
S1 1.0697 1.0697 1.0714 1.0686
S2 1.0675 1.0675 1.0709
S3 1.0617 1.0639 1.0703
S4 1.0558 1.0580 1.0687
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 1.0862 1.0704 0.0158 1.5% 0.0078 0.7% 10% False False 1,192
10 1.0894 1.0690 0.0204 1.9% 0.0085 0.8% 14% False False 1,094
20 1.0894 1.0652 0.0242 2.3% 0.0086 0.8% 28% False False 863
40 1.0894 1.0428 0.0466 4.3% 0.0092 0.9% 63% False False 870
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1019
2.618 1.0923
1.618 1.0865
1.000 1.0829
0.618 1.0806
HIGH 1.0770
0.618 1.0748
0.500 1.0741
0.382 1.0734
LOW 1.0712
0.618 1.0675
1.000 1.0653
1.618 1.0617
2.618 1.0558
4.250 1.0463
Fisher Pivots for day following 09-Feb-2017
Pivot 1 day 3 day
R1 1.0741 1.0758
PP 1.0734 1.0745
S1 1.0727 1.0732

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

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