CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 1.0829 1.0873 0.0044 0.4% 1.0789
High 1.0863 1.0949 0.0087 0.8% 1.0872
Low 1.0806 1.0873 0.0067 0.6% 1.0767
Close 1.0851 1.0911 0.0061 0.6% 1.0851
Range 0.0057 0.0077 0.0020 34.2% 0.0105
ATR 0.0073 0.0074 0.0002 2.6% 0.0000
Volume 151,210 191,949 40,739 26.9% 886,432
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.1140 1.1102 1.0953
R3 1.1064 1.1026 1.0932
R2 1.0987 1.0987 1.0925
R1 1.0949 1.0949 1.0918 1.0968
PP 1.0911 1.0911 1.0911 1.0920
S1 1.0873 1.0873 1.0904 1.0892
S2 1.0834 1.0834 1.0897
S3 1.0758 1.0796 1.0890
S4 1.0681 1.0720 1.0869
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.1145 1.1103 1.0908
R3 1.1040 1.0998 1.0879
R2 1.0935 1.0935 1.0870
R1 1.0893 1.0893 1.0860 1.0914
PP 1.0830 1.0830 1.0830 1.0840
S1 1.0788 1.0788 1.0841 1.0809
S2 1.0725 1.0725 1.0831
S3 1.0620 1.0683 1.0822
S4 1.0515 1.0578 1.0793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0949 1.0767 0.0182 1.7% 0.0064 0.6% 79% True False 187,968
10 1.0949 1.0649 0.0300 2.7% 0.0069 0.6% 87% True False 186,996
20 1.0949 1.0548 0.0402 3.7% 0.0072 0.7% 91% True False 152,164
40 1.0949 1.0548 0.0402 3.7% 0.0076 0.7% 91% True False 76,880
60 1.0949 1.0428 0.0522 4.8% 0.0084 0.8% 93% True False 51,490
80 1.0964 1.0428 0.0536 4.9% 0.0088 0.8% 90% False False 38,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1274
2.618 1.1149
1.618 1.1073
1.000 1.1026
0.618 1.0996
HIGH 1.0949
0.618 1.0920
0.500 1.0911
0.382 1.0902
LOW 1.0873
0.618 1.0825
1.000 1.0796
1.618 1.0749
2.618 1.0672
4.250 1.0547
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 1.0911 1.0900
PP 1.0911 1.0889
S1 1.0911 1.0877

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

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