CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 22-Aug-2017
Day Change Summary
Previous Current
21-Aug-2017 22-Aug-2017 Change Change % Previous Week
Open 1.1777 1.1829 0.0052 0.4% 1.1846
High 1.1846 1.1841 -0.0005 0.0% 1.1860
Low 1.1748 1.1762 0.0014 0.1% 1.1680
Close 1.1828 1.1768 -0.0060 -0.5% 1.1777
Range 0.0098 0.0080 -0.0018 -18.5% 0.0180
ATR 0.0091 0.0091 -0.0001 -0.9% 0.0000
Volume 144,246 143,913 -333 -0.2% 975,484
Daily Pivots for day following 22-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2029 1.1978 1.1812
R3 1.1949 1.1898 1.1790
R2 1.1870 1.1870 1.1783
R1 1.1819 1.1819 1.1775 1.1805
PP 1.1790 1.1790 1.1790 1.1783
S1 1.1739 1.1739 1.1761 1.1725
S2 1.1711 1.1711 1.1753
S3 1.1631 1.1660 1.1746
S4 1.1552 1.1580 1.1724
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2312 1.2224 1.1876
R3 1.2132 1.2044 1.1826
R2 1.1952 1.1952 1.1810
R1 1.1864 1.1864 1.1793 1.1818
PP 1.1772 1.1772 1.1772 1.1749
S1 1.1684 1.1684 1.1760 1.1638
S2 1.1592 1.1592 1.1744
S3 1.1412 1.1504 1.1727
S4 1.1232 1.1324 1.1678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1846 1.1680 0.0166 1.4% 0.0094 0.8% 53% False False 185,690
10 1.1870 1.1680 0.0190 1.6% 0.0090 0.8% 46% False False 187,105
20 1.1940 1.1646 0.0294 2.5% 0.0096 0.8% 42% False False 207,378
40 1.1940 1.1230 0.0710 6.0% 0.0090 0.8% 76% False False 216,845
60 1.1940 1.1173 0.0767 6.5% 0.0081 0.7% 78% False False 172,856
80 1.1940 1.0910 0.1030 8.7% 0.0080 0.7% 83% False False 130,045
100 1.1940 1.0656 0.1284 10.9% 0.0077 0.7% 87% False False 104,139
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2179
2.618 1.2049
1.618 1.1970
1.000 1.1921
0.618 1.1890
HIGH 1.1841
0.618 1.1811
0.500 1.1801
0.382 1.1792
LOW 1.1762
0.618 1.1712
1.000 1.1682
1.618 1.1633
2.618 1.1553
4.250 1.1424
Fisher Pivots for day following 22-Aug-2017
Pivot 1 day 3 day
R1 1.1801 1.1786
PP 1.1790 1.1780
S1 1.1779 1.1774

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

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