CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 1.0950 1.0997 0.0047 0.4% 1.1036
High 1.1008 1.1115 0.0107 1.0% 1.1036
Low 1.0941 1.0995 0.0054 0.5% 1.0858
Close 1.0996 1.1113 0.0117 1.1% 1.0942
Range 0.0068 0.0121 0.0053 78.5% 0.0178
ATR 0.0073 0.0076 0.0003 4.7% 0.0000
Volume 133,125 228,579 95,454 71.7% 831,271
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 1.1436 1.1395 1.1179
R3 1.1315 1.1274 1.1146
R2 1.1195 1.1195 1.1135
R1 1.1154 1.1154 1.1124 1.1174
PP 1.1074 1.1074 1.1074 1.1084
S1 1.1033 1.1033 1.1101 1.1054
S2 1.0954 1.0954 1.1090
S3 1.0833 1.0913 1.1079
S4 1.0713 1.0792 1.1046
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1.1479 1.1389 1.1040
R3 1.1301 1.1211 1.0991
R2 1.1123 1.1123 1.0975
R1 1.1033 1.1033 1.0958 1.0989
PP 1.0945 1.0945 1.0945 1.0924
S1 1.0855 1.0855 1.0926 1.0811
S2 1.0767 1.0767 1.0909
S3 1.0589 1.0677 1.0893
S4 1.0411 1.0499 1.0844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1115 1.0858 0.0257 2.3% 0.0073 0.7% 99% True False 163,518
10 1.1115 1.0858 0.0257 2.3% 0.0076 0.7% 99% True False 173,434
20 1.1115 1.0712 0.0404 3.6% 0.0072 0.7% 99% True False 179,351
40 1.1115 1.0605 0.0511 4.6% 0.0070 0.6% 100% True False 173,510
60 1.1115 1.0548 0.0568 5.1% 0.0071 0.6% 100% True False 150,979
80 1.1115 1.0548 0.0568 5.1% 0.0073 0.7% 100% True False 113,491
100 1.1115 1.0428 0.0688 6.2% 0.0078 0.7% 100% True False 90,918
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 0.0011
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.1627
2.618 1.1430
1.618 1.1310
1.000 1.1236
0.618 1.1189
HIGH 1.1115
0.618 1.1069
0.500 1.1055
0.382 1.1041
LOW 1.0995
0.618 1.0920
1.000 1.0874
1.618 1.0800
2.618 1.0679
4.250 1.0482
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 1.1093 1.1073
PP 1.1074 1.1034
S1 1.1055 1.0995

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

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