CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 1.0614 1.0635 0.0021 0.2% 1.0677
High 1.0651 1.0674 0.0023 0.2% 1.0691
Low 1.0595 1.0612 0.0017 0.2% 1.0552
Close 1.0629 1.0620 -0.0009 -0.1% 1.0620
Range 0.0057 0.0062 0.0006 9.7% 0.0140
ATR 0.0083 0.0082 -0.0002 -1.8% 0.0000
Volume 2,223 1,928 -295 -13.3% 8,464
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0821 1.0782 1.0654
R3 1.0759 1.0720 1.0637
R2 1.0697 1.0697 1.0631
R1 1.0658 1.0658 1.0625 1.0647
PP 1.0635 1.0635 1.0635 1.0629
S1 1.0596 1.0596 1.0614 1.0585
S2 1.0573 1.0573 1.0608
S3 1.0511 1.0534 1.0602
S4 1.0449 1.0472 1.0585
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.1039 1.0969 1.0696
R3 1.0900 1.0829 1.0658
R2 1.0760 1.0760 1.0645
R1 1.0690 1.0690 1.0632 1.0655
PP 1.0621 1.0621 1.0621 1.0603
S1 1.0550 1.0550 1.0607 1.0516
S2 1.0481 1.0481 1.0594
S3 1.0342 1.0411 1.0581
S4 1.0202 1.0271 1.0543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0734 1.0552 0.0183 1.7% 0.0075 0.7% 37% False False 1,880
10 1.0738 1.0552 0.0186 1.8% 0.0074 0.7% 37% False False 1,562
20 1.0894 1.0552 0.0342 3.2% 0.0080 0.7% 20% False False 1,328
40 1.0894 1.0428 0.0466 4.4% 0.0090 0.8% 41% False False 997
60 1.0964 1.0428 0.0536 5.0% 0.0093 0.9% 36% False False 863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0937
2.618 1.0836
1.618 1.0774
1.000 1.0736
0.618 1.0712
HIGH 1.0674
0.618 1.0650
0.500 1.0643
0.382 1.0635
LOW 1.0612
0.618 1.0573
1.000 1.0550
1.618 1.0511
2.618 1.0449
4.250 1.0348
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 1.0643 1.0617
PP 1.0635 1.0615
S1 1.0627 1.0613

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

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