CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 1.1795 1.1846 0.0052 0.4% 1.1796
High 1.1870 1.1860 -0.0010 -0.1% 1.1870
Low 1.1770 1.1792 0.0022 0.2% 1.1713
Close 1.1846 1.1805 -0.0041 -0.3% 1.1846
Range 0.0100 0.0069 -0.0031 -31.2% 0.0157
ATR 0.0090 0.0088 -0.0002 -1.7% 0.0000
Volume 216,624 143,809 -72,815 -33.6% 939,924
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2024 1.1983 1.1843
R3 1.1956 1.1915 1.1824
R2 1.1887 1.1887 1.1818
R1 1.1846 1.1846 1.1811 1.1833
PP 1.1819 1.1819 1.1819 1.1812
S1 1.1778 1.1778 1.1799 1.1764
S2 1.1750 1.1750 1.1792
S3 1.1682 1.1709 1.1786
S4 1.1613 1.1641 1.1767
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% 0.0087 0.7% 59% False False 187,701
10 1.1940 1.1713 0.0227 1.9% 0.0088 0.7% 41% False False 201,476
20 1.1940 1.1509 0.0431 3.6% 0.0095 0.8% 69% False False 221,440
40 1.1940 1.1173 0.0767 6.5% 0.0084 0.7% 82% False False 209,636
60 1.1940 1.1168 0.0772 6.5% 0.0080 0.7% 83% False False 154,445
80 1.1940 1.0763 0.1177 10.0% 0.0079 0.7% 89% False False 116,115
100 1.1940 1.0656 0.1284 10.9% 0.0075 0.6% 90% False False 92,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2151
2.618 1.2039
1.618 1.1971
1.000 1.1929
0.618 1.1902
HIGH 1.1860
0.618 1.1834
0.500 1.1826
0.382 1.1818
LOW 1.1792
0.618 1.1749
1.000 1.1723
1.618 1.1681
2.618 1.1612
4.250 1.1500
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 1.1826 1.1803
PP 1.1819 1.1800
S1 1.1812 1.1798

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

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