CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 28-Apr-2017
Day Change Summary
Previous Current
27-Apr-2017 28-Apr-2017 Change Change % Previous Week
Open 1.0991 1.0942 -0.0049 -0.4% 1.0965
High 1.1010 1.1025 0.0015 0.1% 1.1029
Low 1.0930 1.0935 0.0005 0.0% 1.0902
Close 1.0961 1.0974 0.0013 0.1% 1.0974
Range 0.0080 0.0091 0.0011 13.1% 0.0127
ATR 0.0078 0.0079 0.0001 1.1% 0.0000
Volume 1,205 958 -247 -20.5% 5,006
Daily Pivots for day following 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.1249 1.1202 1.1023
R3 1.1159 1.1111 1.0998
R2 1.1068 1.1068 1.0990
R1 1.1021 1.1021 1.0982 1.1045
PP 1.0978 1.0978 1.0978 1.0990
S1 1.0930 1.0930 1.0965 1.0954
S2 1.0887 1.0887 1.0957
S3 1.0797 1.0840 1.0949
S4 1.0706 1.0749 1.0924
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.1349 1.1288 1.1043
R3 1.1222 1.1161 1.1008
R2 1.1095 1.1095 1.0997
R1 1.1034 1.1034 1.0985 1.1065
PP 1.0968 1.0968 1.0968 1.0983
S1 1.0907 1.0907 1.0962 1.0938
S2 1.0841 1.0841 1.0950
S3 1.0714 1.0780 1.0939
S4 1.0587 1.0653 1.0904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1029 1.0902 0.0127 1.2% 0.0087 0.8% 56% False False 1,001
10 1.1029 1.0687 0.0342 3.1% 0.0076 0.7% 84% False False 695
20 1.1029 1.0656 0.0374 3.4% 0.0066 0.6% 85% False False 516
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1410
2.618 1.1262
1.618 1.1171
1.000 1.1116
0.618 1.1081
HIGH 1.1025
0.618 1.0990
0.500 1.0980
0.382 1.0969
LOW 1.0935
0.618 1.0879
1.000 1.0844
1.618 1.0788
2.618 1.0698
4.250 1.0550
Fisher Pivots for day following 28-Apr-2017
Pivot 1 day 3 day
R1 1.0980 1.0980
PP 1.0978 1.0978
S1 1.0976 1.0976

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

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