CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 17-May-2017
Day Change Summary
Previous Current
16-May-2017 17-May-2017 Change Change % Previous Week
Open 1.0997 1.1100 0.0104 0.9% 1.1036
High 1.1115 1.1180 0.0065 0.6% 1.1036
Low 1.0995 1.1098 0.0103 0.9% 1.0858
Close 1.1113 1.1166 0.0054 0.5% 1.0942
Range 0.0121 0.0083 -0.0038 -31.5% 0.0178
ATR 0.0076 0.0077 0.0000 0.6% 0.0000
Volume 228,579 241,181 12,602 5.5% 831,271
Daily Pivots for day following 17-May-2017
Classic Woodie Camarilla DeMark
R4 1.1395 1.1363 1.1211
R3 1.1313 1.1281 1.1189
R2 1.1230 1.1230 1.1181
R1 1.1198 1.1198 1.1174 1.1214
PP 1.1148 1.1148 1.1148 1.1156
S1 1.1116 1.1116 1.1158 1.1132
S2 1.1065 1.1065 1.1151
S3 1.0983 1.1033 1.1143
S4 1.0900 1.0951 1.1121
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 1.1180 1.0858 0.0322 2.9% 0.0081 0.7% 96% True False 182,420
10 1.1180 1.0858 0.0322 2.9% 0.0078 0.7% 96% True False 183,128
20 1.1180 1.0712 0.0469 4.2% 0.0075 0.7% 97% True False 184,942
40 1.1180 1.0605 0.0576 5.2% 0.0069 0.6% 98% True False 173,549
60 1.1180 1.0548 0.0633 5.7% 0.0071 0.6% 98% True False 154,958
80 1.1180 1.0548 0.0633 5.7% 0.0073 0.7% 98% True False 116,500
100 1.1180 1.0428 0.0753 6.7% 0.0078 0.7% 98% True False 93,325
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1531
2.618 1.1396
1.618 1.1313
1.000 1.1263
0.618 1.1231
HIGH 1.1180
0.618 1.1148
0.500 1.1139
0.382 1.1129
LOW 1.1098
0.618 1.1047
1.000 1.1015
1.618 1.0964
2.618 1.0882
4.250 1.0747
Fisher Pivots for day following 17-May-2017
Pivot 1 day 3 day
R1 1.1157 1.1131
PP 1.1148 1.1096
S1 1.1139 1.1060

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

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