CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 20-Jun-2017
Day Change Summary
Previous Current
19-Jun-2017 20-Jun-2017 Change Change % Previous Week
Open 1.1255 1.1202 -0.0053 -0.5% 1.1262
High 1.1268 1.1219 -0.0049 -0.4% 1.1354
Low 1.1198 1.1173 -0.0025 -0.2% 1.1188
Close 1.1203 1.1183 -0.0020 -0.2% 1.1249
Range 0.0070 0.0046 -0.0024 -34.3% 0.0166
ATR 0.0072 0.0070 -0.0002 -2.6% 0.0000
Volume 138,442 152,326 13,884 10.0% 720,669
Daily Pivots for day following 20-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1330 1.1302 1.1208
R3 1.1284 1.1256 1.1196
R2 1.1238 1.1238 1.1191
R1 1.1210 1.1210 1.1187 1.1201
PP 1.1192 1.1192 1.1192 1.1187
S1 1.1164 1.1164 1.1179 1.1155
S2 1.1146 1.1146 1.1175
S3 1.1100 1.1118 1.1170
S4 1.1054 1.1072 1.1158
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1761 1.1671 1.1340
R3 1.1595 1.1505 1.1294
R2 1.1429 1.1429 1.1279
R1 1.1339 1.1339 1.1264 1.1301
PP 1.1263 1.1263 1.1263 1.1244
S1 1.1173 1.1173 1.1233 1.1135
S2 1.1097 1.1097 1.1218
S3 1.0931 1.1007 1.1203
S4 1.0765 1.0841 1.1157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1354 1.1173 0.0181 1.6% 0.0076 0.7% 6% False True 177,057
10 1.1354 1.1173 0.0181 1.6% 0.0066 0.6% 6% False True 110,884
20 1.1354 1.1173 0.0181 1.6% 0.0067 0.6% 6% False True 58,408
40 1.1354 1.0910 0.0444 4.0% 0.0073 0.7% 62% False False 29,828
60 1.1354 1.0656 0.0698 6.2% 0.0070 0.6% 76% False False 20,024
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1415
2.618 1.1339
1.618 1.1293
1.000 1.1265
0.618 1.1247
HIGH 1.1219
0.618 1.1201
0.500 1.1196
0.382 1.1191
LOW 1.1173
0.618 1.1145
1.000 1.1127
1.618 1.1099
2.618 1.1053
4.250 1.0978
Fisher Pivots for day following 20-Jun-2017
Pivot 1 day 3 day
R1 1.1196 1.1220
PP 1.1192 1.1208
S1 1.1187 1.1195

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

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