CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 1.1516 1.1592 0.0076 0.7% 1.1441
High 1.1622 1.1594 -0.0028 -0.2% 1.1530
Low 1.1509 1.1547 0.0038 0.3% 1.1409
Close 1.1599 1.1555 -0.0044 -0.4% 1.1504
Range 0.0113 0.0048 -0.0066 -58.0% 0.0121
ATR 0.0076 0.0075 -0.0002 -2.3% 0.0000
Volume 264,281 173,959 -90,322 -34.2% 1,007,587
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1708 1.1679 1.1581
R3 1.1660 1.1631 1.1568
R2 1.1613 1.1613 1.1564
R1 1.1584 1.1584 1.1559 1.1575
PP 1.1565 1.1565 1.1565 1.1561
S1 1.1536 1.1536 1.1551 1.1527
S2 1.1518 1.1518 1.1546
S3 1.1470 1.1489 1.1542
S4 1.1423 1.1441 1.1529
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% 0.0076 0.7% 69% False False 205,335
10 1.1622 1.1372 0.0250 2.2% 0.0077 0.7% 73% False False 198,676
20 1.1622 1.1181 0.0441 3.8% 0.0075 0.6% 85% False False 205,205
40 1.1622 1.1173 0.0449 3.9% 0.0071 0.6% 85% False False 131,806
60 1.1622 1.0910 0.0712 6.2% 0.0074 0.6% 91% False False 88,287
80 1.1622 1.0656 0.0967 8.4% 0.0071 0.6% 93% False False 66,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1796
2.618 1.1718
1.618 1.1671
1.000 1.1642
0.618 1.1623
HIGH 1.1594
0.618 1.1576
0.500 1.1570
0.382 1.1565
LOW 1.1547
0.618 1.1517
1.000 1.1499
1.618 1.1470
2.618 1.1422
4.250 1.1345
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 1.1570 1.1553
PP 1.1565 1.1550
S1 1.1560 1.1548

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

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