CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 09-Mar-2017
Day Change Summary
Previous Current
08-Mar-2017 09-Mar-2017 Change Change % Previous Week
Open 1.0617 1.0590 -0.0027 -0.3% 1.0612
High 1.0625 1.0666 0.0041 0.4% 1.0685
Low 1.0586 1.0575 -0.0011 -0.1% 1.0548
Close 1.0599 1.0643 0.0044 0.4% 1.0651
Range 0.0039 0.0091 0.0052 132.1% 0.0137
ATR 0.0075 0.0076 0.0001 1.5% 0.0000
Volume 178,067 236,572 58,505 32.9% 80,137
Daily Pivots for day following 09-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0899 1.0861 1.0692
R3 1.0809 1.0771 1.0667
R2 1.0718 1.0718 1.0659
R1 1.0680 1.0680 1.0651 1.0699
PP 1.0628 1.0628 1.0628 1.0637
S1 1.0590 1.0590 1.0634 1.0609
S2 1.0537 1.0537 1.0626
S3 1.0447 1.0499 1.0618
S4 1.0356 1.0409 1.0593
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.1039 1.0982 1.0726
R3 1.0902 1.0845 1.0688
R2 1.0765 1.0765 1.0676
R1 1.0708 1.0708 1.0663 1.0736
PP 1.0628 1.0628 1.0628 1.0642
S1 1.0571 1.0571 1.0638 1.0599
S2 1.0491 1.0491 1.0625
S3 1.0354 1.0434 1.0613
S4 1.0217 1.0297 1.0575
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0692 1.0555 0.0137 1.3% 0.0072 0.7% 64% False False 119,638
10 1.0692 1.0548 0.0144 1.4% 0.0069 0.7% 66% False False 64,388
20 1.0770 1.0548 0.0223 2.1% 0.0072 0.7% 43% False False 32,929
40 1.0894 1.0536 0.0358 3.4% 0.0081 0.8% 30% False False 16,896
60 1.0894 1.0428 0.0466 4.4% 0.0086 0.8% 46% False False 11,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1050
2.618 1.0902
1.618 1.0812
1.000 1.0756
0.618 1.0721
HIGH 1.0666
0.618 1.0631
0.500 1.0620
0.382 1.0610
LOW 1.0575
0.618 1.0519
1.000 1.0485
1.618 1.0429
2.618 1.0338
4.250 1.0190
Fisher Pivots for day following 09-Mar-2017
Pivot 1 day 3 day
R1 1.0635 1.0635
PP 1.0628 1.0628
S1 1.0620 1.0620

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

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