CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 1.1253 1.1197 -0.0057 -0.5% 1.0950
High 1.1283 1.1236 -0.0047 -0.4% 1.1228
Low 1.1190 1.1182 -0.0008 -0.1% 1.0941
Close 1.1199 1.1212 0.0014 0.1% 1.1221
Range 0.0093 0.0054 -0.0040 -42.5% 0.0287
ATR 0.0083 0.0081 -0.0002 -2.5% 0.0000
Volume 243,344 193,571 -49,773 -20.5% 1,055,370
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 1.1370 1.1345 1.1241
R3 1.1317 1.1291 1.1227
R2 1.1263 1.1263 1.1222
R1 1.1238 1.1238 1.1217 1.1251
PP 1.1210 1.1210 1.1210 1.1216
S1 1.1184 1.1184 1.1207 1.1197
S2 1.1156 1.1156 1.1202
S3 1.1103 1.1131 1.1197
S4 1.1049 1.1077 1.1183
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 1.1991 1.1893 1.1378
R3 1.1704 1.1606 1.1299
R2 1.1417 1.1417 1.1273
R1 1.1319 1.1319 1.1247 1.1368
PP 1.1130 1.1130 1.1130 1.1154
S1 1.1032 1.1032 1.1194 1.1081
S2 1.0843 1.0843 1.1168
S3 1.0556 1.0745 1.1142
S4 1.0269 1.0458 1.1063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1283 1.1092 0.0191 1.7% 0.0092 0.8% 63% False False 219,219
10 1.1283 1.0858 0.0425 3.8% 0.0086 0.8% 83% False False 200,819
20 1.1283 1.0858 0.0425 3.8% 0.0078 0.7% 83% False False 186,826
40 1.1283 1.0605 0.0678 6.0% 0.0073 0.7% 90% False False 179,265
60 1.1283 1.0548 0.0735 6.6% 0.0073 0.7% 90% False False 172,868
80 1.1283 1.0548 0.0735 6.6% 0.0074 0.7% 90% False False 130,150
100 1.1283 1.0428 0.0855 7.6% 0.0079 0.7% 92% False False 104,269
120 1.1283 1.0428 0.0855 7.6% 0.0083 0.7% 92% False False 86,994
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1463
2.618 1.1376
1.618 1.1322
1.000 1.1289
0.618 1.1269
HIGH 1.1236
0.618 1.1215
0.500 1.1209
0.382 1.1202
LOW 1.1182
0.618 1.1149
1.000 1.1129
1.618 1.1095
2.618 1.1042
4.250 1.0955
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 1.1211 1.1229
PP 1.1210 1.1224
S1 1.1209 1.1218

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

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