CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 1.0635 1.0612 -0.0024 -0.2% 1.0677
High 1.0674 1.0685 0.0011 0.1% 1.0691
Low 1.0612 1.0607 -0.0005 0.0% 1.0552
Close 1.0620 1.0643 0.0024 0.2% 1.0620
Range 0.0062 0.0078 0.0016 25.8% 0.0140
ATR 0.0082 0.0081 0.0000 -0.3% 0.0000
Volume 1,928 6,447 4,519 234.4% 8,464
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.0879 1.0839 1.0686
R3 1.0801 1.0761 1.0664
R2 1.0723 1.0723 1.0657
R1 1.0683 1.0683 1.0650 1.0703
PP 1.0645 1.0645 1.0645 1.0655
S1 1.0605 1.0605 1.0636 1.0625
S2 1.0567 1.0567 1.0629
S3 1.0489 1.0527 1.0622
S4 1.0411 1.0449 1.0600
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 1.0691 1.0552 0.0140 1.3% 0.0077 0.7% 66% False False 2,982
10 1.0738 1.0552 0.0186 1.7% 0.0076 0.7% 49% False False 2,094
20 1.0894 1.0552 0.0342 3.2% 0.0080 0.8% 27% False False 1,595
40 1.0894 1.0428 0.0466 4.4% 0.0089 0.8% 46% False False 1,153
60 1.0964 1.0428 0.0536 5.0% 0.0093 0.9% 40% False False 970
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1016
2.618 1.0889
1.618 1.0811
1.000 1.0763
0.618 1.0733
HIGH 1.0685
0.618 1.0655
0.500 1.0646
0.382 1.0636
LOW 1.0607
0.618 1.0558
1.000 1.0529
1.618 1.0480
2.618 1.0402
4.250 1.0275
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 1.0646 1.0642
PP 1.0645 1.0641
S1 1.0644 1.0640

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

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