CME Euro FX (E) Future June 2017


Trading Metrics calculated at close of trading on 06-Feb-2017
Day Change Summary
Previous Current
03-Feb-2017 06-Feb-2017 Change Change % Previous Week
Open 1.0826 1.0845 0.0020 0.2% 1.0781
High 1.0862 1.0853 -0.0010 -0.1% 1.0894
Low 1.0776 1.0771 -0.0006 -0.1% 1.0690
Close 1.0832 1.0813 -0.0020 -0.2% 1.0832
Range 0.0086 0.0082 -0.0004 -4.7% 0.0204
ATR 0.0094 0.0093 -0.0001 -0.9% 0.0000
Volume 1,204 1,009 -195 -16.2% 5,082
Daily Pivots for day following 06-Feb-2017
Classic Woodie Camarilla DeMark
R4 1.1058 1.1017 1.0858
R3 1.0976 1.0935 1.0835
R2 1.0894 1.0894 1.0828
R1 1.0853 1.0853 1.0820 1.0833
PP 1.0812 1.0812 1.0812 1.0802
S1 1.0771 1.0771 1.0805 1.0751
S2 1.0730 1.0730 1.0797
S3 1.0648 1.0689 1.0790
S4 1.0566 1.0607 1.0767
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 1.0754 0.0140 1.3% 0.0088 0.8% 42% False False 1,018
10 1.0894 1.0690 0.0204 1.9% 0.0084 0.8% 60% False False 921
20 1.0894 1.0536 0.0358 3.3% 0.0090 0.8% 77% False False 763
40 1.0964 1.0428 0.0536 5.0% 0.0098 0.9% 72% False False 790
Crabel Price Patterns
NR True
NR4 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1201
2.618 1.1067
1.618 1.0985
1.000 1.0935
0.618 1.0903
HIGH 1.0853
0.618 1.0821
0.500 1.0812
0.382 1.0802
LOW 1.0771
0.618 1.0720
1.000 1.0689
1.618 1.0638
2.618 1.0556
4.250 1.0422
Fisher Pivots for day following 06-Feb-2017
Pivot 1 day 3 day
R1 1.0812 1.0832
PP 1.0812 1.0826
S1 1.0812 1.0819

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

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