CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 05-May-2017
Day Change Summary
Previous Current
04-May-2017 05-May-2017 Change Change % Previous Week
Open 1.0909 1.1004 0.0096 0.9% 1.0921
High 1.1010 1.1024 0.0014 0.1% 1.1024
Low 1.0898 1.0968 0.0071 0.6% 1.0898
Close 1.1000 1.1011 0.0011 0.1% 1.1011
Range 0.0113 0.0056 -0.0057 -50.7% 0.0126
ATR 0.0077 0.0076 -0.0002 -2.0% 0.0000
Volume 216,954 180,179 -36,775 -17.0% 735,534
Daily Pivots for day following 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.1167 1.1145 1.1042
R3 1.1112 1.1089 1.1026
R2 1.1056 1.1056 1.1021
R1 1.1034 1.1034 1.1016 1.1045
PP 1.1001 1.1001 1.1001 1.1007
S1 1.0978 1.0978 1.1006 1.0990
S2 1.0945 1.0945 1.1001
S3 1.0890 1.0923 1.0996
S4 1.0834 1.0867 1.0980
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.1355 1.1309 1.1080
R3 1.1229 1.1183 1.1046
R2 1.1103 1.1103 1.1034
R1 1.1057 1.1057 1.1023 1.1080
PP 1.0977 1.0977 1.0977 1.0989
S1 1.0931 1.0931 1.0999 1.0954
S2 1.0851 1.0851 1.0988
S3 1.0725 1.0805 1.0976
S4 1.0599 1.0679 1.0942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1024 1.0898 0.0126 1.1% 0.0062 0.6% 90% True False 147,106
10 1.1024 1.0849 0.0175 1.6% 0.0076 0.7% 93% True False 194,376
20 1.1024 1.0605 0.0419 3.8% 0.0071 0.6% 97% True False 172,005
40 1.1024 1.0605 0.0419 3.8% 0.0070 0.6% 97% True False 180,384
60 1.1024 1.0548 0.0476 4.3% 0.0071 0.6% 97% True False 131,232
80 1.1024 1.0536 0.0488 4.4% 0.0076 0.7% 97% True False 98,640
100 1.1024 1.0428 0.0596 5.4% 0.0080 0.7% 98% True False 79,078
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1259
2.618 1.1169
1.618 1.1113
1.000 1.1079
0.618 1.1058
HIGH 1.1024
0.618 1.1002
0.500 1.0996
0.382 1.0989
LOW 1.0968
0.618 1.0934
1.000 1.0913
1.618 1.0878
2.618 1.0823
4.250 1.0732
Fisher Pivots for day following 05-May-2017
Pivot 1 day 3 day
R1 1.1006 1.0994
PP 1.1001 1.0977
S1 1.0996 1.0961

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

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