CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 24-Jul-2017
Day Change Summary
Previous Current
21-Jul-2017 24-Jul-2017 Change Change % Previous Week
Open 1.1668 1.1701 0.0034 0.3% 1.1511
High 1.1718 1.1718 0.0000 0.0% 1.1718
Low 1.1654 1.1660 0.0007 0.1% 1.1473
Close 1.1713 1.1677 -0.0036 -0.3% 1.1713
Range 0.0065 0.0058 -0.0007 -10.1% 0.0245
ATR 0.0081 0.0079 -0.0002 -2.0% 0.0000
Volume 204,805 165,384 -39,421 -19.2% 1,152,342
Daily Pivots for day following 24-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1859 1.1826 1.1709
R3 1.1801 1.1768 1.1693
R2 1.1743 1.1743 1.1688
R1 1.1710 1.1710 1.1682 1.1698
PP 1.1685 1.1685 1.1685 1.1679
S1 1.1652 1.1652 1.1672 1.1640
S2 1.1627 1.1627 1.1666
S3 1.1569 1.1594 1.1661
S4 1.1511 1.1536 1.1645
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.2370 1.2286 1.1848
R3 1.2125 1.2041 1.1780
R2 1.1880 1.1880 1.1758
R1 1.1796 1.1796 1.1735 1.1838
PP 1.1635 1.1635 1.1635 1.1656
S1 1.1551 1.1551 1.1691 1.1593
S2 1.1390 1.1390 1.1668
S3 1.1145 1.1306 1.1646
S4 1.0900 1.1061 1.1578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1718 1.1509 0.0209 1.8% 0.0093 0.8% 80% True False 235,449
10 1.1718 1.1409 0.0309 2.6% 0.0088 0.8% 87% True False 219,647
20 1.1718 1.1223 0.0496 4.2% 0.0083 0.7% 92% True False 223,082
40 1.1718 1.1173 0.0545 4.7% 0.0074 0.6% 92% True False 150,087
60 1.1718 1.0910 0.0808 6.9% 0.0074 0.6% 95% True False 100,552
80 1.1718 1.0656 0.1063 9.1% 0.0072 0.6% 96% True False 75,537
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1965
2.618 1.1870
1.618 1.1812
1.000 1.1776
0.618 1.1754
HIGH 1.1718
0.618 1.1696
0.500 1.1689
0.382 1.1682
LOW 1.1660
0.618 1.1624
1.000 1.1602
1.618 1.1566
2.618 1.1508
4.250 1.1414
Fisher Pivots for day following 24-Jul-2017
Pivot 1 day 3 day
R1 1.1689 1.1657
PP 1.1685 1.1636
S1 1.1681 1.1616

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

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