CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 16-Jun-2017
Day Change Summary
Previous Current
15-Jun-2017 16-Jun-2017 Change Change % Previous Week
Open 1.1330 1.1254 -0.0076 -0.7% 1.1321
High 1.1338 1.1311 -0.0027 -0.2% 1.1406
Low 1.1246 1.1251 0.0005 0.0% 1.1246
Close 1.1264 1.1304 0.0041 0.4% 1.1304
Range 0.0092 0.0061 -0.0032 -34.2% 0.0160
ATR 0.0067 0.0066 0.0000 -0.7% 0.0000
Volume 433 152 -281 -64.9% 2,024
Daily Pivots for day following 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1470 1.1448 1.1337
R3 1.1410 1.1387 1.1321
R2 1.1349 1.1349 1.1315
R1 1.1327 1.1327 1.1310 1.1338
PP 1.1289 1.1289 1.1289 1.1294
S1 1.1266 1.1266 1.1298 1.1277
S2 1.1228 1.1228 1.1293
S3 1.1168 1.1206 1.1287
S4 1.1107 1.1145 1.1271
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1799 1.1711 1.1392
R3 1.1639 1.1551 1.1348
R2 1.1479 1.1479 1.1333
R1 1.1391 1.1391 1.1319 1.1355
PP 1.1319 1.1319 1.1319 1.1301
S1 1.1231 1.1231 1.1289 1.1195
S2 1.1159 1.1159 1.1275
S3 1.0999 1.1071 1.1260
S4 1.0839 1.0911 1.1216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1406 1.1246 0.0160 1.4% 0.0065 0.6% 36% False False 404
10 1.1406 1.1246 0.0160 1.4% 0.0060 0.5% 36% False False 343
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1568
2.618 1.1469
1.618 1.1409
1.000 1.1372
0.618 1.1348
HIGH 1.1311
0.618 1.1288
0.500 1.1281
0.382 1.1274
LOW 1.1251
0.618 1.1213
1.000 1.1190
1.618 1.1153
2.618 1.1092
4.250 1.0993
Fisher Pivots for day following 16-Jun-2017
Pivot 1 day 3 day
R1 1.1296 1.1326
PP 1.1289 1.1319
S1 1.1281 1.1311

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

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