CME Euro FX (E) Future September 2017

Trading Metrics calculated at close of trading on 25-May-2017

Day Change Summary
	Previous	Current
	24-May-2017	25-May-2017	Change	Change %	Previous Week
Open	1.1250	1.1282	0.0032	0.3%	1.0988
High	1.1288	1.1316	0.0029	0.3%	1.1280
Low	1.1237	1.1260	0.0023	0.2%	1.0988
Close	1.1266	1.1270	0.0004	0.0%	1.1274
Range	0.0051	0.0057	0.0006	10.8%	0.0292
ATR	0.0080	0.0078	-0.0002	-2.1%	0.0000
Volume	2,916	2,267	-649	-22.3%	10,040

Daily Pivots for day following 25-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1451	1.1417	1.1301
R3	1.1395	1.1361	1.1286
R2	1.1338	1.1338	1.1280
R1	1.1304	1.1304	1.1275	1.1293
PP	1.1282	1.1282	1.1282	1.1276
S1	1.1248	1.1248	1.1265	1.1237
S2	1.1225	1.1225	1.1260
S3	1.1169	1.1191	1.1254
S4	1.1112	1.1135	1.1239

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2055	1.1956	1.1434
R3	1.1763	1.1664	1.1354
R2	1.1472	1.1472	1.1327
R1	1.1373	1.1373	1.1300	1.1422
PP	1.1180	1.1180	1.1180	1.1205
S1	1.1081	1.1081	1.1247	1.1131
S2	1.0889	1.0889	1.1220
S3	1.0597	1.0790	1.1193
S4	1.0306	1.0498	1.1113

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1336	1.1168	0.0168	1.5%	0.0083	0.7%	61%	False	False	2,331
10	1.1336	1.0927	0.0409	3.6%	0.0086	0.8%	84%	False	False	2,110
20	1.1336	1.0910	0.0426	3.8%	0.0076	0.7%	85%	False	False	1,483
40	1.1336	1.0656	0.0680	6.0%	0.0071	0.6%	90%	False	False	988

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1556
2.618	1.1464
1.618	1.1407
1.000	1.1373
0.618	1.1351
HIGH	1.1316
0.618	1.1294
0.500	1.1288
0.382	1.1281
LOW	1.1260
0.618	1.1225
1.000	1.1203
1.618	1.1168
2.618	1.1112
4.250	1.1019

Fisher Pivots for day following 25-May-2017
Pivot	1 day	3 day
R1	1.1288	1.1286
PP	1.1282	1.1281
S1	1.1276	1.1275

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