CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 1.1467 1.1409 -0.0058 -0.5% 1.1244
High 1.1472 1.1422 -0.0051 -0.4% 1.1493
Low 1.1400 1.1356 -0.0044 -0.4% 1.1223
Close 1.1402 1.1386 -0.0016 -0.1% 1.1467
Range 0.0072 0.0066 -0.0007 -9.0% 0.0271
ATR 0.0073 0.0072 -0.0001 -0.7% 0.0000
Volume 167,970 257,199 89,229 53.1% 1,310,709
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1584 1.1550 1.1422
R3 1.1519 1.1485 1.1404
R2 1.1453 1.1453 1.1398
R1 1.1419 1.1419 1.1392 1.1404
PP 1.1388 1.1388 1.1388 1.1380
S1 1.1354 1.1354 1.1379 1.1338
S2 1.1322 1.1322 1.1373
S3 1.1257 1.1288 1.1367
S4 1.1191 1.1223 1.1349
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 1.1341 0.0152 1.3% 0.0072 0.6% 29% False False 255,883
10 1.1493 1.1181 0.0312 2.7% 0.0073 0.6% 66% False False 211,733
20 1.1493 1.1173 0.0320 2.8% 0.0070 0.6% 66% False False 161,309
40 1.1493 1.0910 0.0583 5.1% 0.0072 0.6% 82% False False 82,544
60 1.1493 1.0656 0.0838 7.4% 0.0071 0.6% 87% False False 55,245
80 1.1493 1.0656 0.0838 7.4% 0.0070 0.6% 87% False False 41,521
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1700
2.618 1.1593
1.618 1.1527
1.000 1.1487
0.618 1.1462
HIGH 1.1422
0.618 1.1396
0.500 1.1389
0.382 1.1381
LOW 1.1356
0.618 1.1316
1.000 1.1291
1.618 1.1250
2.618 1.1185
4.250 1.1078
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 1.1389 1.1424
PP 1.1388 1.1411
S1 1.1387 1.1398

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

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