CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 07-Apr-2017
Day Change Summary
Previous Current
06-Apr-2017 07-Apr-2017 Change Change % Previous Week
Open 1.0752 1.0726 -0.0026 -0.2% 1.0759
High 1.0768 1.0752 -0.0017 -0.2% 1.0775
Low 1.0714 1.0666 -0.0049 -0.5% 1.0666
Close 1.0733 1.0674 -0.0059 -0.5% 1.0674
Range 0.0054 0.0086 0.0032 59.3% 0.0110
ATR 0.0066 0.0067 0.0001 2.2% 0.0000
Volume 235 257 22 9.4% 1,687
Daily Pivots for day following 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.0955 1.0901 1.0721
R3 1.0869 1.0815 1.0698
R2 1.0783 1.0783 1.0690
R1 1.0729 1.0729 1.0682 1.0713
PP 1.0697 1.0697 1.0697 1.0689
S1 1.0643 1.0643 1.0666 1.0627
S2 1.0611 1.0611 1.0658
S3 1.0525 1.0557 1.0650
S4 1.0439 1.0471 1.0627
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 1.0666 0.0110 1.0% 0.0055 0.5% 8% False True 337
10 1.0999 1.0666 0.0333 3.1% 0.0065 0.6% 3% False True 408
20 1.0999 1.0666 0.0333 3.1% 0.0065 0.6% 3% False True 350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1117
2.618 1.0977
1.618 1.0891
1.000 1.0838
0.618 1.0805
HIGH 1.0752
0.618 1.0719
0.500 1.0709
0.382 1.0698
LOW 1.0666
0.618 1.0612
1.000 1.0580
1.618 1.0526
2.618 1.0440
4.250 1.0300
Fisher Pivots for day following 07-Apr-2017
Pivot 1 day 3 day
R1 1.0709 1.0720
PP 1.0697 1.0705
S1 1.0686 1.0689

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

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