CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 1.1244 1.1235 -0.0010 -0.1% 1.1255
High 1.1271 1.1401 0.0130 1.2% 1.1268
Low 1.1223 1.1230 0.0007 0.1% 1.1173
Close 1.1232 1.1398 0.0167 1.5% 1.1249
Range 0.0049 0.0172 0.0123 253.6% 0.0095
ATR 0.0065 0.0072 0.0008 11.8% 0.0000
Volume 159,251 297,212 137,961 86.6% 672,229
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1857 1.1799 1.1492
R3 1.1686 1.1628 1.1445
R2 1.1514 1.1514 1.1429
R1 1.1456 1.1456 1.1414 1.1485
PP 1.1343 1.1343 1.1343 1.1357
S1 1.1285 1.1285 1.1382 1.1314
S2 1.1171 1.1171 1.1367
S3 1.1000 1.1113 1.1351
S4 1.0828 1.0942 1.1304
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1513 1.1475 1.1300
R3 1.1419 1.1381 1.1274
R2 1.1324 1.1324 1.1266
R1 1.1286 1.1286 1.1257 1.1258
PP 1.1230 1.1230 1.1230 1.1216
S1 1.1192 1.1192 1.1240 1.1164
S2 1.1135 1.1135 1.1231
S3 1.1041 1.1097 1.1223
S4 1.0946 1.1003 1.1197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1401 1.1181 0.0220 1.9% 0.0074 0.6% 99% True False 167,584
10 1.1401 1.1173 0.0228 2.0% 0.0075 0.7% 99% True False 172,321
20 1.1401 1.1173 0.0228 2.0% 0.0067 0.6% 99% True False 99,456
40 1.1401 1.0910 0.0491 4.3% 0.0072 0.6% 99% True False 50,664
60 1.1401 1.0656 0.0746 6.5% 0.0070 0.6% 100% True False 33,949
80 1.1401 1.0630 0.0771 6.8% 0.0070 0.6% 100% True False 25,539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 1.2130
2.618 1.1850
1.618 1.1678
1.000 1.1573
0.618 1.1507
HIGH 1.1401
0.618 1.1335
0.500 1.1315
0.382 1.1295
LOW 1.1230
0.618 1.1124
1.000 1.1058
1.618 1.0952
2.618 1.0781
4.250 1.0501
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 1.1370 1.1365
PP 1.1343 1.1332
S1 1.1315 1.1299

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

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