CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 1.0871 1.0860 -0.0011 -0.1% 1.0783
High 1.0882 1.0877 -0.0005 0.0% 1.0882
Low 1.0831 1.0827 -0.0004 0.0% 1.0701
Close 1.0843 1.0834 -0.0010 -0.1% 1.0843
Range 0.0052 0.0050 -0.0002 -2.9% 0.0181
ATR
Volume 452 248 -204 -45.1% 1,302
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.0996 1.0965 1.0861
R3 1.0946 1.0915 1.0847
R2 1.0896 1.0896 1.0843
R1 1.0865 1.0865 1.0838 1.0855
PP 1.0846 1.0846 1.0846 1.0841
S1 1.0815 1.0815 1.0829 1.0805
S2 1.0796 1.0796 1.0824
S3 1.0746 1.0765 1.0820
S4 1.0696 1.0715 1.0806
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 1.1352 1.1278 1.0943
R3 1.1171 1.1097 1.0893
R2 1.0990 1.0990 1.0876
R1 1.0916 1.0916 1.0860 1.0953
PP 1.0809 1.0809 1.0809 1.0827
S1 1.0735 1.0735 1.0826 1.0772
S2 1.0628 1.0628 1.0810
S3 1.0447 1.0554 1.0793
S4 1.0266 1.0373 1.0743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0882 1.0701 0.0181 1.7% 0.0072 0.7% 73% False False 273
10 1.0882 1.0630 0.0252 2.3% 0.0070 0.6% 81% False False 216
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 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1090
2.618 1.1008
1.618 1.0958
1.000 1.0927
0.618 1.0908
HIGH 1.0877
0.618 1.0858
0.500 1.0852
0.382 1.0846
LOW 1.0827
0.618 1.0796
1.000 1.0777
1.618 1.0746
2.618 1.0696
4.250 1.0615
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 1.0852 1.0845
PP 1.0846 1.0841
S1 1.0840 1.0837

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

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