CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 25-May-2017
Day Change Summary
Previous Current
24-May-2017 25-May-2017 Change Change % Previous Week
Open 1.1197 1.1227 0.0031 0.3% 1.0950
High 1.1236 1.1263 0.0027 0.2% 1.1228
Low 1.1182 1.1205 0.0023 0.2% 1.0941
Close 1.1212 1.1216 0.0004 0.0% 1.1221
Range 0.0054 0.0058 0.0004 7.5% 0.0287
ATR 0.0081 0.0079 -0.0002 -2.1% 0.0000
Volume 193,571 146,755 -46,816 -24.2% 1,055,370
Daily Pivots for day following 25-May-2017
Classic Woodie Camarilla DeMark
R4 1.1400 1.1366 1.1248
R3 1.1343 1.1308 1.1232
R2 1.1285 1.1285 1.1227
R1 1.1251 1.1251 1.1221 1.1239
PP 1.1228 1.1228 1.1228 1.1222
S1 1.1193 1.1193 1.1211 1.1182
S2 1.1170 1.1170 1.1205
S3 1.1113 1.1136 1.1200
S4 1.1055 1.1078 1.1184
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 1.1114 0.0169 1.5% 0.0084 0.7% 61% False False 197,783
10 1.1283 1.0874 0.0409 3.6% 0.0087 0.8% 84% False False 202,084
20 1.1283 1.0858 0.0425 3.8% 0.0077 0.7% 84% False False 181,833
40 1.1283 1.0605 0.0678 6.0% 0.0073 0.6% 90% False False 177,871
60 1.1283 1.0548 0.0735 6.6% 0.0073 0.6% 91% False False 175,197
80 1.1283 1.0548 0.0735 6.6% 0.0073 0.7% 91% False False 131,966
100 1.1283 1.0428 0.0855 7.6% 0.0078 0.7% 92% False False 105,731
120 1.1283 1.0428 0.0855 7.6% 0.0083 0.7% 92% False False 88,216
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1507
2.618 1.1413
1.618 1.1356
1.000 1.1320
0.618 1.1298
HIGH 1.1263
0.618 1.1241
0.500 1.1234
0.382 1.1227
LOW 1.1205
0.618 1.1169
1.000 1.1148
1.618 1.1112
2.618 1.1054
4.250 1.0961
Fisher Pivots for day following 25-May-2017
Pivot 1 day 3 day
R1 1.1234 1.1232
PP 1.1228 1.1227
S1 1.1222 1.1221

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

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