CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 01-Jun-2017
Day Change Summary
Previous Current
31-May-2017 01-Jun-2017 Change Change % Previous Week
Open 1.1250 1.1303 0.0053 0.5% 1.1274
High 1.1317 1.1320 0.0004 0.0% 1.1336
Low 1.1229 1.1264 0.0035 0.3% 1.1228
Close 1.1311 1.1278 -0.0033 -0.3% 1.1244
Range 0.0088 0.0057 -0.0032 -35.8% 0.0108
ATR 0.0079 0.0078 -0.0002 -2.1% 0.0000
Volume 5,707 3,174 -2,533 -44.4% 13,679
Daily Pivots for day following 01-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1457 1.1424 1.1309
R3 1.1400 1.1367 1.1293
R2 1.1344 1.1344 1.1288
R1 1.1311 1.1311 1.1283 1.1299
PP 1.1287 1.1287 1.1287 1.1281
S1 1.1254 1.1254 1.1272 1.1242
S2 1.1231 1.1231 1.1267
S3 1.1174 1.1198 1.1262
S4 1.1118 1.1141 1.1246
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 1.1593 1.1527 1.1303
R3 1.1485 1.1419 1.1274
R2 1.1377 1.1377 1.1264
R1 1.1311 1.1311 1.1254 1.1290
PP 1.1269 1.1269 1.1269 1.1259
S1 1.1203 1.1203 1.1234 1.1182
S2 1.1161 1.1161 1.1224
S3 1.1053 1.1095 1.1214
S4 1.0945 1.0987 1.1185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1320 1.1175 0.0145 1.3% 0.0074 0.7% 71% True False 4,064
10 1.1336 1.1145 0.0191 1.7% 0.0082 0.7% 70% False False 3,250
20 1.1336 1.0910 0.0426 3.8% 0.0080 0.7% 86% False False 2,267
40 1.1336 1.0656 0.0680 6.0% 0.0073 0.6% 91% False False 1,396
60 1.1336 1.0630 0.0706 6.3% 0.0071 0.6% 92% False False 1,039
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 False
Bull Hook False
Stretch 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1560
2.618 1.1468
1.618 1.1411
1.000 1.1377
0.618 1.1355
HIGH 1.1320
0.618 1.1298
0.500 1.1292
0.382 1.1285
LOW 1.1264
0.618 1.1229
1.000 1.1207
1.618 1.1172
2.618 1.1116
4.250 1.1023
Fisher Pivots for day following 01-Jun-2017
Pivot 1 day 3 day
R1 1.1292 1.1268
PP 1.1287 1.1258
S1 1.1282 1.1248

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

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