CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 24-Aug-2017
Day Change Summary
Previous Current
23-Aug-2017 24-Aug-2017 Change Change % Previous Week
Open 1.1781 1.1823 0.0042 0.4% 1.1846
High 1.1839 1.1832 -0.0007 -0.1% 1.1860
Low 1.1756 1.1798 0.0042 0.4% 1.1680
Close 1.1836 1.1818 -0.0018 -0.1% 1.1777
Range 0.0083 0.0034 -0.0049 -59.0% 0.0180
ATR 0.0090 0.0086 -0.0004 -4.2% 0.0000
Volume 159,410 114,770 -44,640 -28.0% 975,484
Daily Pivots for day following 24-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.1918 1.1902 1.1837
R3 1.1884 1.1868 1.1827
R2 1.1850 1.1850 1.1824
R1 1.1834 1.1834 1.1821 1.1825
PP 1.1816 1.1816 1.1816 1.1812
S1 1.1800 1.1800 1.1815 1.1791
S2 1.1782 1.1782 1.1812
S3 1.1748 1.1766 1.1809
S4 1.1714 1.1732 1.1799
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 1.1726 0.0120 1.0% 0.0072 0.6% 77% False False 145,086
10 1.1870 1.1680 0.0190 1.6% 0.0086 0.7% 73% False False 175,444
20 1.1940 1.1680 0.0260 2.2% 0.0089 0.8% 53% False False 194,003
40 1.1940 1.1356 0.0584 4.9% 0.0086 0.7% 79% False False 206,712
60 1.1940 1.1173 0.0767 6.5% 0.0080 0.7% 84% False False 177,236
80 1.1940 1.0910 0.1030 8.7% 0.0080 0.7% 88% False False 133,461
100 1.1940 1.0656 0.1284 10.9% 0.0077 0.7% 91% False False 106,873
120 1.1940 1.0630 0.1310 11.1% 0.0076 0.6% 91% False False 89,114
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 122 trading days
Fibonacci Retracements and Extensions
4.250 1.1977
2.618 1.1921
1.618 1.1887
1.000 1.1866
0.618 1.1853
HIGH 1.1832
0.618 1.1819
0.500 1.1815
0.382 1.1811
LOW 1.1798
0.618 1.1777
1.000 1.1764
1.618 1.1743
2.618 1.1709
4.250 1.1654
Fisher Pivots for day following 24-Aug-2017
Pivot 1 day 3 day
R1 1.1817 1.1812
PP 1.1816 1.1805
S1 1.1815 1.1799

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

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