CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 10-Feb-2017
Day Change Summary
Previous Current
09-Feb-2017 10-Feb-2017 Change Change % Previous Week
Open 1.0746 1.0716 -0.0030 -0.3% 1.0845
High 1.0770 1.0728 -0.0043 -0.4% 1.0853
Low 1.0712 1.0668 -0.0044 -0.4% 1.0668
Close 1.0720 1.0693 -0.0027 -0.3% 1.0693
Range 0.0059 0.0060 0.0001 1.7% 0.0185
ATR 0.0089 0.0087 -0.0002 -2.4% 0.0000
Volume 1,012 1,127 115 11.4% 5,883
Daily Pivots for day following 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0875 1.0843 1.0725
R3 1.0815 1.0784 1.0709
R2 1.0756 1.0756 1.0703
R1 1.0724 1.0724 1.0698 1.0710
PP 1.0696 1.0696 1.0696 1.0689
S1 1.0665 1.0665 1.0687 1.0651
S2 1.0637 1.0637 1.0682
S3 1.0577 1.0605 1.0676
S4 1.0518 1.0546 1.0660
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.1291 1.1176 1.0794
R3 1.1107 1.0992 1.0743
R2 1.0922 1.0922 1.0726
R1 1.0807 1.0807 1.0709 1.0773
PP 1.0738 1.0738 1.0738 1.0720
S1 1.0623 1.0623 1.0676 1.0588
S2 1.0553 1.0553 1.0659
S3 1.0369 1.0438 1.0642
S4 1.0184 1.0254 1.0591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0853 1.0668 0.0185 1.7% 0.0073 0.7% 13% False True 1,176
10 1.0894 1.0668 0.0226 2.1% 0.0085 0.8% 11% False True 1,096
20 1.0894 1.0659 0.0235 2.2% 0.0083 0.8% 14% False False 885
40 1.0894 1.0428 0.0466 4.4% 0.0092 0.9% 57% False False 886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0980
2.618 1.0883
1.618 1.0824
1.000 1.0787
0.618 1.0764
HIGH 1.0728
0.618 1.0705
0.500 1.0698
0.382 1.0691
LOW 1.0668
0.618 1.0631
1.000 1.0609
1.618 1.0572
2.618 1.0512
4.250 1.0415
Fisher Pivots for day following 10-Feb-2017
Pivot 1 day 3 day
R1 1.0698 1.0722
PP 1.0696 1.0712
S1 1.0694 1.0702

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

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