CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary
Previous Current
02-Feb-2017 03-Feb-2017 Change Change % Previous Week
Open 1.0835 1.0826 -0.0009 -0.1% 1.0781
High 1.0894 1.0862 -0.0032 -0.3% 1.0894
Low 1.0822 1.0776 -0.0046 -0.4% 1.0690
Close 1.0830 1.0832 0.0003 0.0% 1.0832
Range 0.0072 0.0086 0.0015 20.3% 0.0204
ATR 0.0094 0.0094 -0.0001 -0.6% 0.0000
Volume 726 1,204 478 65.8% 5,082
Daily Pivots for day following 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.1081 1.1043 1.0879
R3 1.0995 1.0957 1.0856
R2 1.0909 1.0909 1.0848
R1 1.0871 1.0871 1.0840 1.0890
PP 1.0823 1.0823 1.0823 1.0833
S1 1.0785 1.0785 1.0824 1.0804
S2 1.0737 1.0737 1.0816
S3 1.0651 1.0699 1.0808
S4 1.0565 1.0613 1.0785
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.1416 1.1327 1.0944
R3 1.1212 1.1124 1.0888
R2 1.1009 1.1009 1.0869
R1 1.0920 1.0920 1.0851 1.0965
PP 1.0805 1.0805 1.0805 1.0827
S1 1.0717 1.0717 1.0813 1.0761
S2 1.0602 1.0602 1.0795
S3 1.0398 1.0513 1.0776
S4 1.0195 1.0310 1.0720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0894 1.0690 0.0204 1.9% 0.0096 0.9% 70% False False 1,016
10 1.0894 1.0690 0.0204 1.9% 0.0083 0.8% 70% False False 861
20 1.0894 1.0536 0.0358 3.3% 0.0091 0.8% 83% False False 756
40 1.0964 1.0428 0.0536 4.9% 0.0097 0.9% 75% False False 766
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1228
2.618 1.1087
1.618 1.1001
1.000 1.0948
0.618 1.0915
HIGH 1.0862
0.618 1.0829
0.500 1.0819
0.382 1.0809
LOW 1.0776
0.618 1.0723
1.000 1.0690
1.618 1.0637
2.618 1.0551
4.250 1.0411
Fisher Pivots for day following 03-Feb-2017
Pivot 1 day 3 day
R1 1.0828 1.0835
PP 1.0823 1.0834
S1 1.0819 1.0833

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

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