CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 15-Mar-2017
Day Change Summary
Previous Current
14-Mar-2017 15-Mar-2017 Change Change % Previous Week
Open 1.0702 1.0658 -0.0044 -0.4% 1.0665
High 1.0711 1.0791 0.0080 0.7% 1.0749
Low 1.0649 1.0654 0.0005 0.0% 1.0575
Close 1.0660 1.0753 0.0093 0.9% 1.0742
Range 0.0062 0.0137 0.0075 120.2% 0.0174
ATR 0.0078 0.0082 0.0004 5.4% 0.0000
Volume 159,533 229,234 69,701 43.7% 927,982
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.1142 1.1084 1.0828
R3 1.1006 1.0948 1.0791
R2 1.0869 1.0869 1.0778
R1 1.0811 1.0811 1.0766 1.0840
PP 1.0733 1.0733 1.0733 1.0747
S1 1.0675 1.0675 1.0740 1.0704
S2 1.0596 1.0596 1.0728
S3 1.0460 1.0538 1.0715
S4 1.0323 1.0402 1.0678
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.1209 1.1149 1.0837
R3 1.1035 1.0975 1.0789
R2 1.0862 1.0862 1.0773
R1 1.0802 1.0802 1.0757 1.0832
PP 1.0688 1.0688 1.0688 1.0703
S1 1.0628 1.0628 1.0726 1.0658
S2 1.0515 1.0515 1.0710
S3 1.0341 1.0455 1.0694
S4 1.0168 1.0281 1.0646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0791 1.0575 0.0216 2.0% 0.0097 0.9% 83% True False 232,631
10 1.0791 1.0548 0.0243 2.3% 0.0081 0.8% 85% True False 154,608
20 1.0791 1.0548 0.0243 2.3% 0.0079 0.7% 85% True False 79,041
40 1.0894 1.0548 0.0346 3.2% 0.0079 0.7% 59% False False 39,977
60 1.0894 1.0428 0.0466 4.3% 0.0084 0.8% 70% False False 26,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.1371
2.618 1.1148
1.618 1.1011
1.000 1.0927
0.618 1.0875
HIGH 1.0791
0.618 1.0738
0.500 1.0722
0.382 1.0706
LOW 1.0654
0.618 1.0570
1.000 1.0518
1.618 1.0433
2.618 1.0297
4.250 1.0074
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 1.0743 1.0742
PP 1.0733 1.0731
S1 1.0722 1.0720

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

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