CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 1.1707 1.1783 0.0076 0.6% 1.1701
High 1.1795 1.1876 0.0081 0.7% 1.1808
Low 1.1701 1.1753 0.0052 0.4% 1.1646
Close 1.1792 1.1861 0.0069 0.6% 1.1792
Range 0.0094 0.0123 0.0029 31.0% 0.0163
ATR 0.0087 0.0089 0.0003 3.0% 0.0000
Volume 229,652 241,643 11,991 5.2% 1,160,544
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.2197 1.2151 1.1928
R3 1.2075 1.2029 1.1894
R2 1.1952 1.1952 1.1883
R1 1.1906 1.1906 1.1872 1.1929
PP 1.1830 1.1830 1.1830 1.1841
S1 1.1784 1.1784 1.1849 1.1807
S2 1.1707 1.1707 1.1838
S3 1.1585 1.1661 1.1827
S4 1.1462 1.1539 1.1793
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.2236 1.2176 1.1881
R3 1.2073 1.2014 1.1836
R2 1.1911 1.1911 1.1821
R1 1.1851 1.1851 1.1806 1.1881
PP 1.1748 1.1748 1.1748 1.1763
S1 1.1689 1.1689 1.1777 1.1719
S2 1.1586 1.1586 1.1762
S3 1.1423 1.1526 1.1747
S4 1.1261 1.1364 1.1702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1876 1.1646 0.0230 1.9% 0.0110 0.9% 93% True False 247,360
10 1.1876 1.1509 0.0367 3.1% 0.0102 0.9% 96% True False 241,405
20 1.1876 1.1356 0.0520 4.4% 0.0088 0.7% 97% True False 219,387
40 1.1876 1.1173 0.0703 5.9% 0.0078 0.7% 98% True False 180,418
60 1.1876 1.0910 0.0966 8.1% 0.0078 0.7% 98% True False 121,109
80 1.1876 1.0656 0.1220 10.3% 0.0076 0.6% 99% True False 90,972
100 1.1876 1.0630 0.1246 10.5% 0.0074 0.6% 99% True False 72,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2396
2.618 1.2196
1.618 1.2074
1.000 1.1998
0.618 1.1951
HIGH 1.1876
0.618 1.1829
0.500 1.1814
0.382 1.1800
LOW 1.1753
0.618 1.1677
1.000 1.1631
1.618 1.1555
2.618 1.1432
4.250 1.1232
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 1.1845 1.1833
PP 1.1830 1.1806
S1 1.1814 1.1778

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

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