CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 1.0677 1.0598 -0.0079 -0.7% 1.0691
High 1.0691 1.0631 -0.0060 -0.6% 1.0738
Low 1.0583 1.0552 -0.0032 -0.3% 1.0582
Close 1.0606 1.0629 0.0023 0.2% 1.0664
Range 0.0108 0.0080 -0.0029 -26.4% 0.0156
ATR 0.0086 0.0085 0.0000 -0.5% 0.0000
Volume 2,428 1,885 -543 -22.4% 6,034
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0842 1.0815 1.0673
R3 1.0763 1.0736 1.0651
R2 1.0683 1.0683 1.0644
R1 1.0656 1.0656 1.0636 1.0670
PP 1.0604 1.0604 1.0604 1.0611
S1 1.0577 1.0577 1.0622 1.0590
S2 1.0524 1.0524 1.0614
S3 1.0445 1.0497 1.0607
S4 1.0365 1.0418 1.0585
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 1.0552 0.0186 1.7% 0.0085 0.8% 42% False True 1,625
10 1.0777 1.0552 0.0225 2.1% 0.0075 0.7% 34% False True 1,409
20 1.0894 1.0552 0.0342 3.2% 0.0082 0.8% 23% False True 1,190
40 1.0894 1.0428 0.0466 4.4% 0.0089 0.8% 43% False False 901
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0969
2.618 1.0839
1.618 1.0760
1.000 1.0711
0.618 1.0680
HIGH 1.0631
0.618 1.0601
0.500 1.0591
0.382 1.0582
LOW 1.0552
0.618 1.0502
1.000 1.0472
1.618 1.0423
2.618 1.0343
4.250 1.0214
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 1.0616 1.0643
PP 1.0604 1.0638
S1 1.0591 1.0634

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

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