CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 18-Apr-2017
Day Change Summary
Previous Current
17-Apr-2017 18-Apr-2017 Change Change % Previous Week
Open 1.0641 1.0676 0.0035 0.3% 1.0615
High 1.0703 1.0768 0.0065 0.6% 1.0710
Low 1.0634 1.0669 0.0035 0.3% 1.0605
Close 1.0675 1.0763 0.0088 0.8% 1.0654
Range 0.0069 0.0099 0.0030 42.8% 0.0105
ATR 0.0069 0.0072 0.0002 3.0% 0.0000
Volume 80,026 182,698 102,672 128.3% 579,115
Daily Pivots for day following 18-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.1029 1.0994 1.0817
R3 1.0930 1.0896 1.0790
R2 1.0832 1.0832 1.0781
R1 1.0797 1.0797 1.0772 1.0814
PP 1.0733 1.0733 1.0733 1.0742
S1 1.0699 1.0699 1.0753 1.0716
S2 1.0635 1.0635 1.0744
S3 1.0536 1.0600 1.0735
S4 1.0438 1.0502 1.0708
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0971 1.0918 1.0712
R3 1.0866 1.0813 1.0683
R2 1.0761 1.0761 1.0673
R1 1.0708 1.0708 1.0664 1.0734
PP 1.0656 1.0656 1.0656 1.0669
S1 1.0603 1.0603 1.0644 1.0629
S2 1.0551 1.0551 1.0635
S3 1.0446 1.0498 1.0625
S4 1.0341 1.0393 1.0596
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0768 1.0613 0.0155 1.4% 0.0075 0.7% 97% True False 141,944
10 1.0768 1.0605 0.0163 1.5% 0.0066 0.6% 97% True False 151,488
20 1.0949 1.0605 0.0345 3.2% 0.0067 0.6% 46% False False 167,668
40 1.0949 1.0548 0.0402 3.7% 0.0071 0.7% 54% False False 136,793
60 1.0949 1.0548 0.0402 3.7% 0.0073 0.7% 54% False False 91,537
80 1.0949 1.0428 0.0522 4.8% 0.0079 0.7% 64% False False 68,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1186
2.618 1.1025
1.618 1.0927
1.000 1.0866
0.618 1.0828
HIGH 1.0768
0.618 1.0730
0.500 1.0718
0.382 1.0707
LOW 1.0669
0.618 1.0608
1.000 1.0571
1.618 1.0510
2.618 1.0411
4.250 1.0250
Fisher Pivots for day following 18-Apr-2017
Pivot 1 day 3 day
R1 1.0748 1.0742
PP 1.0733 1.0721
S1 1.0718 1.0701

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

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