CME Euro FX (E) Future June 2017

Trading Metrics calculated at close of trading on 14-Feb-2017

Day Change Summary
	Previous	Current
	13-Feb-2017	14-Feb-2017	Change	Change %	Previous Week
Open	1.0691	1.0654	-0.0037	-0.3%	1.0845
High	1.0719	1.0694	-0.0025	-0.2%	1.0853
Low	1.0654	1.0622	-0.0032	-0.3%	1.0668
Close	1.0660	1.0634	-0.0027	-0.2%	1.0693
Range	0.0065	0.0072	0.0007	10.0%	0.0185
ATR	0.0085	0.0084	-0.0001	-1.2%	0.0000
Volume	672	1,549	877	130.5%	5,883

Daily Pivots for day following 14-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.0864	1.0820	1.0673
R3	1.0793	1.0749	1.0653
R2	1.0721	1.0721	1.0647
R1	1.0677	1.0677	1.0640	1.0664
PP	1.0650	1.0650	1.0650	1.0643
S1	1.0606	1.0606	1.0627	1.0592
S2	1.0578	1.0578	1.0620
S3	1.0507	1.0534	1.0614
S4	1.0435	1.0463	1.0594

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	1.0777	1.0622	0.0155	1.5%	0.0065	0.6%	7%	False	True	1,193
10	1.0894	1.0622	0.0272	2.6%	0.0074	0.7%	4%	False	True	1,073
20	1.0894	1.0622	0.0272	2.6%	0.0079	0.7%	4%	False	True	913
40	1.0894	1.0428	0.0466	4.4%	0.0087	0.8%	44%	False	False	897

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0997
2.618	1.0881
1.618	1.0809
1.000	1.0765
0.618	1.0738
HIGH	1.0694
0.618	1.0666
0.500	1.0658
0.382	1.0649
LOW	1.0622
0.618	1.0578
1.000	1.0551
1.618	1.0506
2.618	1.0435
4.250	1.0318

Fisher Pivots for day following 14-Feb-2017
Pivot	1 day	3 day
R1	1.0658	1.0675
PP	1.0650	1.0661
S1	1.0642	1.0647

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols