CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 1.1783 1.1795 0.0012 0.1% 1.1796
High 1.1809 1.1870 0.0061 0.5% 1.1870
Low 1.1727 1.1770 0.0044 0.4% 1.1713
Close 1.1792 1.1846 0.0054 0.5% 1.1846
Range 0.0082 0.0100 0.0018 21.3% 0.0157
ATR 0.0089 0.0090 0.0001 0.8% 0.0000
Volume 183,782 216,624 32,842 17.9% 939,924
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2127 1.2086 1.1900
R3 1.2027 1.1986 1.1873
R2 1.1928 1.1928 1.1864
R1 1.1887 1.1887 1.1855 1.1907
PP 1.1828 1.1828 1.1828 1.1839
S1 1.1787 1.1787 1.1836 1.1808
S2 1.1729 1.1729 1.1827
S3 1.1629 1.1688 1.1818
S4 1.1530 1.1588 1.1791
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2280 1.2220 1.1932
R3 1.2123 1.2063 1.1889
R2 1.1966 1.1966 1.1874
R1 1.1906 1.1906 1.1860 1.1936
PP 1.1809 1.1809 1.1809 1.1824
S1 1.1749 1.1749 1.1831 1.1779
S2 1.1652 1.1652 1.1817
S3 1.1495 1.1592 1.1802
S4 1.1338 1.1435 1.1759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1870 1.1713 0.0157 1.3% 0.0082 0.7% 85% True False 187,984
10 1.1940 1.1713 0.0227 1.9% 0.0093 0.8% 59% False False 211,259
20 1.1940 1.1473 0.0467 3.9% 0.0094 0.8% 80% False False 221,274
40 1.1940 1.1173 0.0767 6.5% 0.0083 0.7% 88% False False 210,754
60 1.1940 1.1145 0.0795 6.7% 0.0080 0.7% 88% False False 152,094
80 1.1940 1.0763 0.1177 9.9% 0.0079 0.7% 92% False False 114,326
100 1.1940 1.0656 0.1284 10.8% 0.0075 0.6% 93% False False 91,531
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2292
2.618 1.2130
1.618 1.2030
1.000 1.1969
0.618 1.1931
HIGH 1.1870
0.618 1.1831
0.500 1.1820
0.382 1.1808
LOW 1.1770
0.618 1.1709
1.000 1.1671
1.618 1.1609
2.618 1.1510
4.250 1.1347
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 1.1837 1.1827
PP 1.1828 1.1809
S1 1.1820 1.1791

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

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