CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 11-Apr-2017
Day Change Summary
Previous Current
10-Apr-2017 11-Apr-2017 Change Change % Previous Week
Open 1.0665 1.0680 0.0015 0.1% 1.0759
High 1.0693 1.0715 0.0022 0.2% 1.0775
Low 1.0656 1.0665 0.0009 0.1% 1.0666
Close 1.0681 1.0693 0.0013 0.1% 1.0674
Range 0.0037 0.0050 0.0013 35.1% 0.0110
ATR 0.0065 0.0064 -0.0001 -1.7% 0.0000
Volume 496 102 -394 -79.4% 1,687
Daily Pivots for day following 11-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0841 1.0817 1.0721
R3 1.0791 1.0767 1.0707
R2 1.0741 1.0741 1.0702
R1 1.0717 1.0717 1.0698 1.0729
PP 1.0691 1.0691 1.0691 1.0697
S1 1.0667 1.0667 1.0688 1.0679
S2 1.0641 1.0641 1.0684
S3 1.0591 1.0617 1.0679
S4 1.0541 1.0567 1.0666
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% 0.0056 0.5% 31% False False 282
10 1.0917 1.0656 0.0262 2.4% 0.0059 0.6% 14% False False 352
20 1.0999 1.0656 0.0343 3.2% 0.0064 0.6% 11% False False 358
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0927
2.618 1.0845
1.618 1.0795
1.000 1.0765
0.618 1.0745
HIGH 1.0715
0.618 1.0695
0.500 1.0690
0.382 1.0684
LOW 1.0665
0.618 1.0634
1.000 1.0615
1.618 1.0584
2.618 1.0534
4.250 1.0452
Fisher Pivots for day following 11-Apr-2017
Pivot 1 day 3 day
R1 1.0692 1.0704
PP 1.0691 1.0700
S1 1.0690 1.0697

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

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