CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 30-Aug-2017
Day Change Summary
Previous Current
29-Aug-2017 30-Aug-2017 Change Change % Previous Week
Open 1.1991 1.1982 -0.0010 -0.1% 1.1777
High 1.2083 1.1996 -0.0087 -0.7% 1.1955
Low 1.1958 1.1892 -0.0066 -0.6% 1.1748
Close 1.2003 1.1903 -0.0101 -0.8% 1.1892
Range 0.0125 0.0104 -0.0021 -16.5% 0.0207
ATR 0.0095 0.0096 0.0001 1.2% 0.0000
Volume 287,421 242,905 -44,516 -15.5% 807,034
Daily Pivots for day following 30-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2242 1.2176 1.1960
R3 1.2138 1.2072 1.1931
R2 1.2034 1.2034 1.1922
R1 1.1968 1.1968 1.1912 1.1949
PP 1.1930 1.1930 1.1930 1.1921
S1 1.1864 1.1864 1.1893 1.1845
S2 1.1826 1.1826 1.1883
S3 1.1722 1.1760 1.1874
S4 1.1618 1.1656 1.1845
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2486 1.2396 1.2006
R3 1.2279 1.2189 1.1949
R2 1.2072 1.2072 1.1930
R1 1.1982 1.1982 1.1911 1.2027
PP 1.1865 1.1865 1.1865 1.1888
S1 1.1775 1.1775 1.1873 1.1820
S2 1.1658 1.1658 1.1854
S3 1.1451 1.1568 1.1835
S4 1.1244 1.1361 1.1778
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2083 1.1787 0.0296 2.5% 0.0100 0.8% 39% False False 208,187
10 1.2083 1.1680 0.0403 3.4% 0.0095 0.8% 55% False False 190,096
20 1.2083 1.1680 0.0403 3.4% 0.0093 0.8% 55% False False 193,041
40 1.2083 1.1372 0.0711 6.0% 0.0091 0.8% 75% False False 207,438
60 1.2083 1.1173 0.0910 7.6% 0.0084 0.7% 80% False False 192,061
80 1.2083 1.0910 0.1173 9.9% 0.0082 0.7% 85% False False 144,991
100 1.2083 1.0656 0.1427 12.0% 0.0079 0.7% 87% False False 116,122
120 1.2083 1.0656 0.1427 12.0% 0.0077 0.6% 87% False False 96,826
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2438
2.618 1.2268
1.618 1.2164
1.000 1.2100
0.618 1.2060
HIGH 1.1996
0.618 1.1956
0.500 1.1944
0.382 1.1932
LOW 1.1892
0.618 1.1828
1.000 1.1788
1.618 1.1724
2.618 1.1620
4.250 1.1450
Fisher Pivots for day following 30-Aug-2017
Pivot 1 day 3 day
R1 1.1944 1.1987
PP 1.1930 1.1959
S1 1.1916 1.1931

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

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