CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 1.0937 1.0932 -0.0005 0.0% 1.1087
High 1.0963 1.1004 0.0042 0.4% 1.1095
Low 1.0910 1.0927 0.0017 0.2% 1.0910
Close 1.0938 1.0994 0.0057 0.5% 1.0994
Range 0.0053 0.0078 0.0025 47.6% 0.0185
ATR 0.0071 0.0072 0.0000 0.6% 0.0000
Volume 506 909 403 79.6% 5,034
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 1.1207 1.1178 1.1037
R3 1.1130 1.1101 1.1015
R2 1.1052 1.1052 1.1008
R1 1.1023 1.1023 1.1001 1.1038
PP 1.0975 1.0975 1.0975 1.0982
S1 1.0946 1.0946 1.0987 1.0960
S2 1.0897 1.0897 1.0980
S3 1.0820 1.0868 1.0973
S4 1.0742 1.0791 1.0951
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 1.1553 1.1458 1.1095
R3 1.1369 1.1274 1.1045
R2 1.1184 1.1184 1.1028
R1 1.1089 1.1089 1.1011 1.1044
PP 1.1000 1.1000 1.1000 1.0977
S1 1.0905 1.0905 1.0977 1.0860
S2 1.0815 1.0815 1.0960
S3 1.0631 1.0720 1.0943
S4 1.0446 1.0536 1.0893
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1095 1.0910 0.0185 1.7% 0.0069 0.6% 46% False False 1,006
10 1.1095 1.0910 0.0185 1.7% 0.0064 0.6% 46% False False 852
20 1.1095 1.0687 0.0408 3.7% 0.0070 0.6% 75% False False 773
40 1.1095 1.0656 0.0439 4.0% 0.0066 0.6% 77% False False 573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1333
2.618 1.1207
1.618 1.1129
1.000 1.1082
0.618 1.1052
HIGH 1.1004
0.618 1.0974
0.500 1.0965
0.382 1.0956
LOW 1.0927
0.618 1.0879
1.000 1.0849
1.618 1.0801
2.618 1.0724
4.250 1.0597
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 1.0984 1.0982
PP 1.0975 1.0969
S1 1.0965 1.0957

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

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