CME Euro FX (E) Future September 2017

Trading Metrics calculated at close of trading on 04-May-2017

Day Change Summary
	Previous	Current
	03-May-2017	04-May-2017	Change	Change %	Previous Week
Open	1.1007	1.0964	-0.0043	-0.4%	1.0965
High	1.1013	1.1062	0.0049	0.4%	1.1029
Low	1.0960	1.0950	-0.0011	-0.1%	1.0902
Close	1.0981	1.1053	0.0073	0.7%	1.0974
Range	0.0053	0.0112	0.0059	111.3%	0.0127
ATR	0.0072	0.0075	0.0003	3.9%	0.0000
Volume	582	1,021	439	75.4%	5,006

Daily Pivots for day following 04-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1357	1.1317	1.1115
R3	1.1245	1.1205	1.1084
R2	1.1133	1.1133	1.1074
R1	1.1093	1.1093	1.1063	1.1113
PP	1.1021	1.1021	1.1021	1.1031
S1	1.0981	1.0981	1.1043	1.1001
S2	1.0909	1.0909	1.1032
S3	1.0797	1.0869	1.1022
S4	1.0685	1.0757	1.0991

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	1.1062	1.0935	0.0127	1.1%	0.0068	0.6%	93%	True	False	682
10	1.1062	1.0763	0.0299	2.7%	0.0074	0.7%	97%	True	False	795
20	1.1062	1.0656	0.0406	3.7%	0.0069	0.6%	98%	True	False	560
40	1.1062	1.0630	0.0432	3.9%	0.0069	0.6%	98%	True	False	450

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.1538
2.618	1.1355
1.618	1.1243
1.000	1.1174
0.618	1.1131
HIGH	1.1062
0.618	1.1019
0.500	1.1006
0.382	1.0992
LOW	1.0950
0.618	1.0880
1.000	1.0838
1.618	1.0768
2.618	1.0656
4.250	1.0474

Fisher Pivots for day following 04-May-2017
Pivot	1 day	3 day
R1	1.1037	1.1037
PP	1.1021	1.1021
S1	1.1006	1.1006

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols