CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 1.1425 1.1488 0.0063 0.6% 1.1244
High 1.1493 1.1491 -0.0002 0.0% 1.1493
Low 1.1422 1.1438 0.0017 0.1% 1.1223
Close 1.1480 1.1467 -0.0013 -0.1% 1.1467
Range 0.0072 0.0053 -0.0019 -25.9% 0.0271
ATR 0.0074 0.0073 -0.0002 -2.0% 0.0000
Volume 265,810 206,175 -59,635 -22.4% 1,310,709
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1624 1.1599 1.1496
R3 1.1571 1.1546 1.1482
R2 1.1518 1.1518 1.1477
R1 1.1493 1.1493 1.1472 1.1479
PP 1.1465 1.1465 1.1465 1.1459
S1 1.1440 1.1440 1.1462 1.1426
S2 1.1412 1.1412 1.1457
S3 1.1359 1.1387 1.1452
S4 1.1306 1.1334 1.1438
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.2206 1.2107 1.1616
R3 1.1935 1.1836 1.1541
R2 1.1665 1.1665 1.1517
R1 1.1566 1.1566 1.1492 1.1615
PP 1.1394 1.1394 1.1394 1.1419
S1 1.1295 1.1295 1.1442 1.1345
S2 1.1124 1.1124 1.1417
S3 1.0853 1.1025 1.1393
S4 1.0583 1.0754 1.1318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1493 1.1223 0.0271 2.4% 0.0089 0.8% 90% False False 262,141
10 1.1493 1.1173 0.0320 2.8% 0.0071 0.6% 92% False False 198,293
20 1.1493 1.1173 0.0320 2.8% 0.0067 0.6% 92% False False 141,449
40 1.1493 1.0910 0.0583 5.1% 0.0073 0.6% 96% False False 71,970
60 1.1493 1.0656 0.0838 7.3% 0.0072 0.6% 97% False False 48,167
80 1.1493 1.0630 0.0863 7.5% 0.0071 0.6% 97% False False 36,210
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1716
2.618 1.1630
1.618 1.1577
1.000 1.1544
0.618 1.1524
HIGH 1.1491
0.618 1.1471
0.500 1.1465
0.382 1.1458
LOW 1.1438
0.618 1.1405
1.000 1.1385
1.618 1.1352
2.618 1.1299
4.250 1.1213
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 1.1466 1.1450
PP 1.1465 1.1434
S1 1.1465 1.1417

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

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