CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 1.1208 1.1212 0.0005 0.0% 1.1287
High 1.1229 1.1299 0.0071 0.6% 1.1292
Low 1.1189 1.1196 0.0008 0.1% 1.1171
Close 1.1216 1.1219 0.0004 0.0% 1.1202
Range 0.0040 0.0103 0.0063 157.5% 0.0121
ATR 0.0069 0.0072 0.0002 3.5% 0.0000
Volume 196,134 495,287 299,153 152.5% 962,488
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1547 1.1486 1.1276
R3 1.1444 1.1383 1.1247
R2 1.1341 1.1341 1.1238
R1 1.1280 1.1280 1.1228 1.1311
PP 1.1238 1.1238 1.1238 1.1253
S1 1.1177 1.1177 1.1210 1.1208
S2 1.1135 1.1135 1.1200
S3 1.1032 1.1074 1.1191
S4 1.0929 1.0971 1.1162
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1584 1.1514 1.1269
R3 1.1463 1.1393 1.1235
R2 1.1342 1.1342 1.1224
R1 1.1272 1.1272 1.1213 1.1247
PP 1.1221 1.1221 1.1221 1.1209
S1 1.1151 1.1151 1.1191 1.1126
S2 1.1100 1.1100 1.1180
S3 1.0979 1.1030 1.1169
S4 1.0858 1.0909 1.1135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1299 1.1171 0.0129 1.1% 0.0062 0.5% 38% True False 258,859
10 1.1299 1.1171 0.0129 1.1% 0.0062 0.6% 38% True False 214,517
20 1.1299 1.1092 0.0208 1.8% 0.0074 0.7% 61% True False 213,052
40 1.1299 1.0712 0.0588 5.2% 0.0073 0.7% 86% True False 196,201
60 1.1299 1.0605 0.0695 6.2% 0.0071 0.6% 88% True False 186,690
80 1.1299 1.0548 0.0752 6.7% 0.0072 0.6% 89% True False 166,497
100 1.1299 1.0548 0.0752 6.7% 0.0073 0.7% 89% True False 133,403
120 1.1299 1.0428 0.0872 7.8% 0.0077 0.7% 91% True False 111,274
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 0.0012
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1737
2.618 1.1569
1.618 1.1466
1.000 1.1402
0.618 1.1363
HIGH 1.1299
0.618 1.1260
0.500 1.1248
0.382 1.1235
LOW 1.1196
0.618 1.1132
1.000 1.1093
1.618 1.1029
2.618 1.0926
4.250 1.0758
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 1.1248 1.1244
PP 1.1238 1.1236
S1 1.1229 1.1227

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

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