CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 26-May-2017
Day Change Summary
Previous Current
25-May-2017 26-May-2017 Change Change % Previous Week
Open 1.1282 1.1277 -0.0006 0.0% 1.1274
High 1.1316 1.1300 -0.0017 -0.1% 1.1336
Low 1.1260 1.1228 -0.0032 -0.3% 1.1228
Close 1.1270 1.1244 -0.0026 -0.2% 1.1244
Range 0.0057 0.0072 0.0016 27.4% 0.0108
ATR 0.0078 0.0078 0.0000 -0.5% 0.0000
Volume 2,267 3,520 1,253 55.3% 13,679
Daily Pivots for day following 26-May-2017
Classic Woodie Camarilla DeMark
R4 1.1473 1.1431 1.1284
R3 1.1401 1.1359 1.1264
R2 1.1329 1.1329 1.1257
R1 1.1287 1.1287 1.1251 1.1272
PP 1.1257 1.1257 1.1257 1.1250
S1 1.1215 1.1215 1.1237 1.1200
S2 1.1185 1.1185 1.1231
S3 1.1113 1.1143 1.1224
S4 1.1041 1.1071 1.1204
Weekly Pivots for week ending 26-May-2017
Classic Woodie Camarilla DeMark
R4 1.1593 1.1527 1.1303
R3 1.1485 1.1419 1.1274
R2 1.1377 1.1377 1.1264
R1 1.1311 1.1311 1.1254 1.1290
PP 1.1269 1.1269 1.1269 1.1259
S1 1.1203 1.1203 1.1234 1.1182
S2 1.1161 1.1161 1.1224
S3 1.1053 1.1095 1.1214
S4 1.0945 1.0987 1.1185
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1336 1.1228 0.0108 1.0% 0.0075 0.7% 15% False True 2,735
10 1.1336 1.0988 0.0348 3.1% 0.0085 0.8% 74% False False 2,371
20 1.1336 1.0910 0.0426 3.8% 0.0075 0.7% 78% False False 1,612
40 1.1336 1.0656 0.0680 6.0% 0.0070 0.6% 87% False False 1,064
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1606
2.618 1.1488
1.618 1.1416
1.000 1.1372
0.618 1.1344
HIGH 1.1300
0.618 1.1272
0.500 1.1264
0.382 1.1255
LOW 1.1228
0.618 1.1183
1.000 1.1156
1.618 1.1111
2.618 1.1039
4.250 1.0922
Fisher Pivots for day following 26-May-2017
Pivot 1 day 3 day
R1 1.1264 1.1272
PP 1.1257 1.1263
S1 1.1251 1.1253

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

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