CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 01-Mar-2017
Day Change Summary
Previous Current
28-Feb-2017 01-Mar-2017 Change Change % Previous Week
Open 1.0636 1.0629 -0.0007 -0.1% 1.0677
High 1.0684 1.0644 -0.0040 -0.4% 1.0691
Low 1.0620 1.0570 -0.0051 -0.5% 1.0552
Close 1.0647 1.0599 -0.0049 -0.5% 1.0620
Range 0.0064 0.0075 0.0011 16.4% 0.0140
ATR 0.0080 0.0080 0.0000 -0.2% 0.0000
Volume 8,996 7,022 -1,974 -21.9% 8,464
Daily Pivots for day following 01-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0828 1.0788 1.0639
R3 1.0753 1.0713 1.0619
R2 1.0679 1.0679 1.0612
R1 1.0639 1.0639 1.0605 1.0621
PP 1.0604 1.0604 1.0604 1.0595
S1 1.0564 1.0564 1.0592 1.0547
S2 1.0530 1.0530 1.0585
S3 1.0455 1.0490 1.0578
S4 1.0381 1.0415 1.0558
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 1.0685 1.0570 0.0115 1.1% 0.0067 0.6% 25% False True 5,323
10 1.0738 1.0552 0.0186 1.8% 0.0076 0.7% 25% False False 3,474
20 1.0894 1.0552 0.0342 3.2% 0.0075 0.7% 14% False False 2,273
40 1.0894 1.0428 0.0466 4.4% 0.0087 0.8% 37% False False 1,532
60 1.0964 1.0428 0.0536 5.1% 0.0092 0.9% 32% False False 1,235
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0961
2.618 1.0839
1.618 1.0765
1.000 1.0719
0.618 1.0690
HIGH 1.0644
0.618 1.0616
0.500 1.0607
0.382 1.0598
LOW 1.0570
0.618 1.0523
1.000 1.0495
1.618 1.0449
2.618 1.0374
4.250 1.0253
Fisher Pivots for day following 01-Mar-2017
Pivot 1 day 3 day
R1 1.0607 1.0627
PP 1.0604 1.0618
S1 1.0601 1.0608

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

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