CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 1.1896 1.1796 -0.0101 -0.8% 1.1783
High 1.1915 1.1840 -0.0075 -0.6% 1.1940
Low 1.1754 1.1795 0.0041 0.3% 1.1753
Close 1.1791 1.1820 0.0030 0.3% 1.1791
Range 0.0162 0.0046 -0.0116 -71.8% 0.0187
ATR 0.0092 0.0089 -0.0003 -3.3% 0.0000
Volume 262,476 145,226 -117,250 -44.7% 1,172,671
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.1955 1.1933 1.1845
R3 1.1909 1.1887 1.1833
R2 1.1864 1.1864 1.1828
R1 1.1842 1.1842 1.1824 1.1853
PP 1.1818 1.1818 1.1818 1.1824
S1 1.1796 1.1796 1.1816 1.1807
S2 1.1773 1.1773 1.1812
S3 1.1727 1.1751 1.1807
S4 1.1682 1.1705 1.1795
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2387 1.2275 1.1893
R3 1.2201 1.2089 1.1842
R2 1.2014 1.2014 1.1825
R1 1.1902 1.1902 1.1808 1.1958
PP 1.1828 1.1828 1.1828 1.1856
S1 1.1716 1.1716 1.1773 1.1772
S2 1.1641 1.1641 1.1756
S3 1.1455 1.1529 1.1739
S4 1.1268 1.1343 1.1688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1940 1.1754 0.0186 1.6% 0.0088 0.7% 36% False False 215,250
10 1.1940 1.1646 0.0294 2.5% 0.0099 0.8% 59% False False 231,305
20 1.1940 1.1409 0.0531 4.5% 0.0094 0.8% 77% False False 225,476
40 1.1940 1.1173 0.0767 6.5% 0.0081 0.7% 84% False False 204,190
60 1.1940 1.0927 0.1013 8.6% 0.0080 0.7% 88% False False 138,960
80 1.1940 1.0687 0.1253 10.6% 0.0077 0.7% 90% False False 104,406
100 1.1940 1.0656 0.1284 10.9% 0.0074 0.6% 91% False False 83,598
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 0.0016
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.2033
2.618 1.1959
1.618 1.1914
1.000 1.1886
0.618 1.1868
HIGH 1.1840
0.618 1.1823
0.500 1.1817
0.382 1.1812
LOW 1.1795
0.618 1.1766
1.000 1.1749
1.618 1.1721
2.618 1.1675
4.250 1.1601
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 1.1819 1.1837
PP 1.1818 1.1831
S1 1.1817 1.1826

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

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