CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 12-Apr-2017
Day Change Summary
Previous Current
11-Apr-2017 12-Apr-2017 Change Change % Previous Week
Open 1.0628 1.0637 0.0009 0.1% 1.0699
High 1.0665 1.0707 0.0043 0.4% 1.0726
Low 1.0613 1.0621 0.0008 0.1% 1.0615
Close 1.0642 1.0627 -0.0015 -0.1% 1.0624
Range 0.0052 0.0087 0.0035 68.0% 0.0111
ATR 0.0067 0.0069 0.0001 2.1% 0.0000
Volume 138,806 161,555 22,749 16.4% 819,834
Daily Pivots for day following 12-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0911 1.0856 1.0675
R3 1.0825 1.0769 1.0651
R2 1.0738 1.0738 1.0643
R1 1.0683 1.0683 1.0635 1.0667
PP 1.0652 1.0652 1.0652 1.0644
S1 1.0596 1.0596 1.0619 1.0581
S2 1.0565 1.0565 1.0611
S3 1.0479 1.0510 1.0603
S4 1.0392 1.0423 1.0579
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0986 1.0915 1.0684
R3 1.0876 1.0805 1.0654
R2 1.0765 1.0765 1.0644
R1 1.0694 1.0694 1.0634 1.0675
PP 1.0655 1.0655 1.0655 1.0645
S1 1.0584 1.0584 1.0613 1.0564
S2 1.0544 1.0544 1.0603
S3 1.0434 1.0473 1.0593
S4 1.0323 1.0363 1.0563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0719 1.0605 0.0114 1.1% 0.0066 0.6% 20% False False 155,998
10 1.0810 1.0605 0.0205 1.9% 0.0062 0.6% 11% False False 163,443
20 1.0949 1.0605 0.0345 3.2% 0.0064 0.6% 7% False False 174,268
40 1.0949 1.0548 0.0402 3.8% 0.0071 0.7% 20% False False 126,654
60 1.0949 1.0548 0.0402 3.8% 0.0074 0.7% 20% False False 84,741
80 1.0949 1.0428 0.0522 4.9% 0.0079 0.7% 38% False False 63,775
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 True
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1075
2.618 1.0933
1.618 1.0847
1.000 1.0794
0.618 1.0760
HIGH 1.0707
0.618 1.0674
0.500 1.0664
0.382 1.0654
LOW 1.0621
0.618 1.0567
1.000 1.0534
1.618 1.0481
2.618 1.0394
4.250 1.0253
Fisher Pivots for day following 12-Apr-2017
Pivot 1 day 3 day
R1 1.0664 1.0656
PP 1.0652 1.0646
S1 1.0639 1.0637

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

View Archives - Comment on this page... - Back to Index of Symbols