CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 07-Sep-2017
Day Change Summary
Previous Current
06-Sep-2017 07-Sep-2017 Change Change % Previous Week
Open 1.1923 1.1926 0.0003 0.0% 1.1957
High 1.1958 1.2065 0.0107 0.9% 1.2083
Low 1.1910 1.1920 0.0010 0.1% 1.1832
Close 1.1919 1.2011 0.0092 0.8% 1.1876
Range 0.0048 0.0146 0.0098 203.1% 0.0251
ATR 0.0093 0.0097 0.0004 4.1% 0.0000
Volume 190,153 382,340 192,187 101.1% 1,207,098
Daily Pivots for day following 07-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2435 1.2368 1.2091
R3 1.2289 1.2223 1.2051
R2 1.2144 1.2144 1.2037
R1 1.2077 1.2077 1.2024 1.2111
PP 1.1998 1.1998 1.1998 1.2015
S1 1.1932 1.1932 1.1997 1.1965
S2 1.1853 1.1853 1.1984
S3 1.1707 1.1786 1.1970
S4 1.1562 1.1641 1.1930
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2682 1.2529 1.2013
R3 1.2431 1.2279 1.1944
R2 1.2181 1.2181 1.1921
R1 1.2028 1.2028 1.1898 1.1979
PP 1.1930 1.1930 1.1930 1.1906
S1 1.1778 1.1778 1.1853 1.1729
S2 1.1680 1.1680 1.1830
S3 1.1429 1.1527 1.1807
S4 1.1179 1.1277 1.1738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2065 1.1832 0.0233 1.9% 0.0098 0.8% 77% True False 269,909
10 1.2083 1.1787 0.0296 2.5% 0.0099 0.8% 76% False False 239,048
20 1.2083 1.1680 0.0403 3.4% 0.0095 0.8% 82% False False 210,697
40 1.2083 1.1409 0.0674 5.6% 0.0094 0.8% 89% False False 217,174
60 1.2083 1.1173 0.0910 7.6% 0.0088 0.7% 92% False False 210,828
80 1.2083 1.1048 0.1035 8.6% 0.0084 0.7% 93% False False 161,801
100 1.2083 1.0721 0.1362 11.3% 0.0081 0.7% 95% False False 129,603
120 1.2083 1.0656 0.1427 11.9% 0.0078 0.7% 95% False False 108,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2683
2.618 1.2446
1.618 1.2300
1.000 1.2211
0.618 1.2155
HIGH 1.2065
0.618 1.2009
0.500 1.1992
0.382 1.1975
LOW 1.1920
0.618 1.1830
1.000 1.1774
1.618 1.1684
2.618 1.1539
4.250 1.1301
Fisher Pivots for day following 07-Sep-2017
Pivot 1 day 3 day
R1 1.2004 1.1997
PP 1.1998 1.1984
S1 1.1992 1.1971

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

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