CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 1.1511 1.1516 0.0006 0.0% 1.1441
High 1.1525 1.1622 0.0097 0.8% 1.1530
Low 1.1473 1.1509 0.0036 0.3% 1.1409
Close 1.1518 1.1599 0.0081 0.7% 1.1504
Range 0.0052 0.0113 0.0061 117.3% 0.0121
ATR 0.0074 0.0076 0.0003 3.8% 0.0000
Volume 140,478 264,281 123,803 88.1% 1,007,587
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1916 1.1870 1.1661
R3 1.1803 1.1757 1.1630
R2 1.1690 1.1690 1.1619
R1 1.1644 1.1644 1.1609 1.1667
PP 1.1577 1.1577 1.1577 1.1588
S1 1.1531 1.1531 1.1588 1.1554
S2 1.1464 1.1464 1.1578
S3 1.1351 1.1418 1.1567
S4 1.1238 1.1305 1.1536
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1844 1.1795 1.1571
R3 1.1723 1.1674 1.1537
R2 1.1602 1.1602 1.1526
R1 1.1553 1.1553 1.1515 1.1578
PP 1.1481 1.1481 1.1481 1.1493
S1 1.1432 1.1432 1.1493 1.1457
S2 1.1360 1.1360 1.1482
S3 1.1239 1.1311 1.1471
S4 1.1118 1.1190 1.1437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1622 1.1409 0.0213 1.8% 0.0086 0.7% 89% True False 218,964
10 1.1622 1.1356 0.0266 2.3% 0.0079 0.7% 91% True False 207,000
20 1.1622 1.1173 0.0449 3.9% 0.0075 0.6% 95% True False 204,123
40 1.1622 1.1173 0.0449 3.9% 0.0072 0.6% 95% True False 127,516
60 1.1622 1.0902 0.0720 6.2% 0.0074 0.6% 97% True False 85,404
80 1.1622 1.0656 0.0967 8.3% 0.0071 0.6% 98% True False 64,147
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 0.0018
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2102
2.618 1.1918
1.618 1.1805
1.000 1.1735
0.618 1.1692
HIGH 1.1622
0.618 1.1579
0.500 1.1566
0.382 1.1552
LOW 1.1509
0.618 1.1439
1.000 1.1396
1.618 1.1326
2.618 1.1213
4.250 1.1029
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 1.1588 1.1574
PP 1.1577 1.1550
S1 1.1566 1.1526

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

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