CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 10-Apr-2017
Day Change Summary
Previous Current
07-Apr-2017 10-Apr-2017 Change Change % Previous Week
Open 1.0726 1.0665 -0.0061 -0.6% 1.0759
High 1.0752 1.0693 -0.0059 -0.5% 1.0775
Low 1.0666 1.0656 -0.0010 -0.1% 1.0666
Close 1.0674 1.0681 0.0007 0.1% 1.0674
Range 0.0086 0.0037 -0.0049 -57.0% 0.0110
ATR 0.0067 0.0065 -0.0002 -3.2% 0.0000
Volume 257 496 239 93.0% 1,687
Daily Pivots for day following 10-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0787 1.0771 1.0701
R3 1.0750 1.0734 1.0691
R2 1.0713 1.0713 1.0687
R1 1.0697 1.0697 1.0684 1.0705
PP 1.0676 1.0676 1.0676 1.0680
S1 1.0660 1.0660 1.0677 1.0668
S2 1.0639 1.0639 1.0674
S3 1.0602 1.0623 1.0670
S4 1.0565 1.0586 1.0660
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.1033 1.0963 1.0734
R3 1.0924 1.0854 1.0704
R2 1.0814 1.0814 1.0694
R1 1.0744 1.0744 1.0684 1.0725
PP 1.0705 1.0705 1.0705 1.0695
S1 1.0635 1.0635 1.0664 1.0615
S2 1.0595 1.0595 1.0654
S3 1.0486 1.0525 1.0644
S4 1.0376 1.0416 1.0614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0775 1.0656 0.0120 1.1% 0.0055 0.5% 21% False True 355
10 1.0964 1.0656 0.0309 2.9% 0.0061 0.6% 8% False True 393
20 1.0999 1.0656 0.0343 3.2% 0.0064 0.6% 7% False True 366
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0850
2.618 1.0789
1.618 1.0752
1.000 1.0730
0.618 1.0715
HIGH 1.0693
0.618 1.0678
0.500 1.0674
0.382 1.0670
LOW 1.0656
0.618 1.0633
1.000 1.0619
1.618 1.0596
2.618 1.0559
4.250 1.0498
Fisher Pivots for day following 10-Apr-2017
Pivot 1 day 3 day
R1 1.0678 1.0712
PP 1.0676 1.0701
S1 1.0674 1.0691

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

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