CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 1.0598 1.0614 0.0017 0.2% 1.0691
High 1.0631 1.0651 0.0020 0.2% 1.0738
Low 1.0552 1.0595 0.0043 0.4% 1.0582
Close 1.0629 1.0629 -0.0001 0.0% 1.0664
Range 0.0080 0.0057 -0.0023 -28.9% 0.0156
ATR 0.0085 0.0083 -0.0002 -2.4% 0.0000
Volume 1,885 2,223 338 17.9% 6,034
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0794 1.0768 1.0660
R3 1.0738 1.0711 1.0644
R2 1.0681 1.0681 1.0639
R1 1.0655 1.0655 1.0634 1.0668
PP 1.0625 1.0625 1.0625 1.0631
S1 1.0598 1.0598 1.0623 1.0612
S2 1.0568 1.0568 1.0618
S3 1.0512 1.0542 1.0613
S4 1.0455 1.0485 1.0597
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 1.8% 0.0079 0.7% 41% False False 1,797
10 1.0770 1.0552 0.0219 2.1% 0.0074 0.7% 35% False False 1,470
20 1.0894 1.0552 0.0342 3.2% 0.0082 0.8% 23% False False 1,278
40 1.0894 1.0428 0.0466 4.4% 0.0089 0.8% 43% False False 951
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.0891
2.618 1.0799
1.618 1.0742
1.000 1.0708
0.618 1.0686
HIGH 1.0651
0.618 1.0629
0.500 1.0623
0.382 1.0616
LOW 1.0595
0.618 1.0560
1.000 1.0538
1.618 1.0503
2.618 1.0447
4.250 1.0354
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 1.0627 1.0626
PP 1.0625 1.0624
S1 1.0623 1.0621

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

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