CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 1.0730 1.0677 -0.0053 -0.5% 1.0691
High 1.0734 1.0691 -0.0043 -0.4% 1.0738
Low 1.0664 1.0583 -0.0081 -0.8% 1.0582
Close 1.0664 1.0606 -0.0058 -0.5% 1.0664
Range 0.0071 0.0108 0.0038 53.2% 0.0156
ATR 0.0084 0.0086 0.0002 2.1% 0.0000
Volume 939 2,428 1,489 158.6% 6,034
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0951 1.0886 1.0665
R3 1.0843 1.0778 1.0636
R2 1.0735 1.0735 1.0626
R1 1.0670 1.0670 1.0616 1.0649
PP 1.0627 1.0627 1.0627 1.0616
S1 1.0562 1.0562 1.0596 1.0541
S2 1.0519 1.0519 1.0586
S3 1.0411 1.0454 1.0576
S4 1.0303 1.0346 1.0547
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.1128 1.1051 1.0750
R3 1.0972 1.0896 1.0707
R2 1.0817 1.0817 1.0693
R1 1.0740 1.0740 1.0678 1.0701
PP 1.0661 1.0661 1.0661 1.0641
S1 1.0585 1.0585 1.0650 1.0545
S2 1.0506 1.0506 1.0635
S3 1.0350 1.0429 1.0621
S4 1.0195 1.0274 1.0578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0738 1.0582 0.0156 1.5% 0.0084 0.8% 15% False False 1,558
10 1.0813 1.0582 0.0231 2.2% 0.0077 0.7% 10% False False 1,333
20 1.0894 1.0582 0.0312 2.9% 0.0081 0.8% 8% False False 1,127
40 1.0894 1.0428 0.0466 4.4% 0.0089 0.8% 38% False False 876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1150
2.618 1.0974
1.618 1.0866
1.000 1.0799
0.618 1.0758
HIGH 1.0691
0.618 1.0650
0.500 1.0637
0.382 1.0624
LOW 1.0583
0.618 1.0516
1.000 1.0475
1.618 1.0408
2.618 1.0300
4.250 1.0124
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 1.0637 1.0660
PP 1.0627 1.0642
S1 1.0616 1.0624

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

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