CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 25-Apr-2017
Day Change Summary
Previous Current
24-Apr-2017 25-Apr-2017 Change Change % Previous Week
Open 1.0965 1.0947 -0.0018 -0.2% 1.0690
High 1.0976 1.1029 0.0053 0.5% 1.0858
Low 1.0902 1.0931 0.0029 0.3% 1.0687
Close 1.0938 1.1020 0.0082 0.7% 1.0776
Range 0.0074 0.0098 0.0024 32.4% 0.0171
ATR 0.0075 0.0077 0.0002 2.2% 0.0000
Volume 959 968 9 0.9% 1,949
Daily Pivots for day following 25-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.1287 1.1251 1.1073
R3 1.1189 1.1153 1.1046
R2 1.1091 1.1091 1.1037
R1 1.1055 1.1055 1.1028 1.1073
PP 1.0993 1.0993 1.0993 1.1002
S1 1.0957 1.0957 1.1011 1.0975
S2 1.0895 1.0895 1.1002
S3 1.0797 1.0859 1.0993
S4 1.0699 1.0761 1.0966
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.1285 1.1201 1.0869
R3 1.1114 1.1030 1.0822
R2 1.0944 1.0944 1.0807
R1 1.0860 1.0860 1.0791 1.0902
PP 1.0773 1.0773 1.0773 1.0794
S1 1.0689 1.0689 1.0760 1.0731
S2 1.0603 1.0603 1.0744
S3 1.0432 1.0519 1.0729
S4 1.0262 1.0348 1.0682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1029 1.0763 0.0267 2.4% 0.0066 0.6% 96% True False 673
10 1.1029 1.0665 0.0365 3.3% 0.0069 0.6% 97% True False 469
20 1.1029 1.0656 0.0374 3.4% 0.0065 0.6% 97% True False 431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.1446
2.618 1.1286
1.618 1.1188
1.000 1.1127
0.618 1.1090
HIGH 1.1029
0.618 1.0992
0.500 1.0980
0.382 1.0968
LOW 1.0931
0.618 1.0870
1.000 1.0833
1.618 1.0772
2.618 1.0674
4.250 1.0515
Fisher Pivots for day following 25-Apr-2017
Pivot 1 day 3 day
R1 1.1006 1.0978
PP 1.0993 1.0937
S1 1.0980 1.0896

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

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