CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 1.0654 1.0635 -0.0020 -0.2% 1.0845
High 1.0694 1.0669 -0.0025 -0.2% 1.0853
Low 1.0622 1.0582 -0.0040 -0.4% 1.0668
Close 1.0634 1.0651 0.0017 0.2% 1.0693
Range 0.0072 0.0087 0.0015 21.0% 0.0185
ATR 0.0084 0.0085 0.0000 0.2% 0.0000
Volume 1,549 1,361 -188 -12.1% 5,883
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0893 1.0858 1.0698
R3 1.0807 1.0772 1.0674
R2 1.0720 1.0720 1.0666
R1 1.0685 1.0685 1.0658 1.0703
PP 1.0634 1.0634 1.0634 1.0642
S1 1.0599 1.0599 1.0643 1.0616
S2 1.0547 1.0547 1.0635
S3 1.0461 1.0512 1.0627
S4 1.0374 1.0426 1.0603
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 1.0770 1.0582 0.0188 1.8% 0.0068 0.6% 36% False True 1,144
10 1.0894 1.0582 0.0312 2.9% 0.0075 0.7% 22% False True 1,139
20 1.0894 1.0582 0.0312 2.9% 0.0079 0.7% 22% False True 955
40 1.0894 1.0428 0.0466 4.4% 0.0087 0.8% 48% False False 782
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 0.0022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1036
2.618 1.0895
1.618 1.0808
1.000 1.0755
0.618 1.0722
HIGH 1.0669
0.618 1.0635
0.500 1.0625
0.382 1.0615
LOW 1.0582
0.618 1.0529
1.000 1.0496
1.618 1.0442
2.618 1.0356
4.250 1.0214
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 1.0642 1.0650
PP 1.0634 1.0650
S1 1.0625 1.0650

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

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