CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 02-May-2017
Day Change Summary
Previous Current
01-May-2017 02-May-2017 Change Change % Previous Week
Open 1.0980 1.0985 0.0005 0.0% 1.0965
High 1.1001 1.1011 0.0010 0.1% 1.1029
Low 1.0963 1.0967 0.0004 0.0% 1.0902
Close 1.0984 1.1005 0.0021 0.2% 1.0974
Range 0.0039 0.0045 0.0006 15.6% 0.0127
ATR 0.0076 0.0074 -0.0002 -3.0% 0.0000
Volume 429 422 -7 -1.6% 5,006
Daily Pivots for day following 02-May-2017
Classic Woodie Camarilla DeMark
R4 1.1128 1.1111 1.1029
R3 1.1083 1.1066 1.1017
R2 1.1039 1.1039 1.1013
R1 1.1022 1.1022 1.1009 1.1030
PP 1.0994 1.0994 1.0994 1.0998
S1 1.0977 1.0977 1.1001 1.0986
S2 1.0950 1.0950 1.0997
S3 1.0905 1.0933 1.0993
S4 1.0861 1.0888 1.0981
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 1.0930 0.0099 0.9% 0.0069 0.6% 76% False False 786
10 1.1029 1.0763 0.0267 2.4% 0.0068 0.6% 91% False False 729
20 1.1029 1.0656 0.0374 3.4% 0.0066 0.6% 94% False False 520
40 1.1029 1.0630 0.0399 3.6% 0.0067 0.6% 94% False False 418
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1200
2.618 1.1128
1.618 1.1083
1.000 1.1056
0.618 1.1039
HIGH 1.1011
0.618 1.0994
0.500 1.0989
0.382 1.0983
LOW 1.0967
0.618 1.0939
1.000 1.0922
1.618 1.0894
2.618 1.0850
4.250 1.0777
Fisher Pivots for day following 02-May-2017
Pivot 1 day 3 day
R1 1.1000 1.0997
PP 1.0994 1.0988
S1 1.0989 1.0980

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

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